Database exists, assume schema does, too.

Seasonal Indexes

	03-31	06-30	09-30	12-31
0	Energy ETF	Information Technology ETF	Information Technology ETF	Information Technology ETF
1	Information Technology ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	Financials ETF
2	Utilities ETF	Energy ETF	SP500	Materials ETF
3	SP1500	Materials ETF	Industrials ETF	SP600
4	Industrials ETF	SP1500	SP1500	Consumer Discretionary ETF
5	SP500	SP500	Health Care ETF	SP400
6	SP600	SP600	Utilities ETF	SP500
7	Health Care ETF	SP400	Consumer Staples ETF	SP1500
8	Consumer Staples ETF	Health Care ETF	Financials ETF	Health Care ETF
9	SP400	Communication Services ETF	Materials ETF	Consumer Staples ETF
10	Financials ETF	Real Estate ETF	Communication Services ETF	Energy ETF
11	Consumer Discretionary ETF	Financials ETF	SP400	Utilities ETF
12	Real Estate ETF	Industrials ETF	Real Estate ETF	Industrials ETF
13	Materials ETF	Consumer Staples ETF	SP600	Real Estate ETF
14	Communication Services ETF	Utilities ETF	Energy ETF	Communication Services ETF

	03-31	06-30	09-30	12-31
SP1500	-0.010622	0.081757	0.041626	0.049958
SP500	-0.011990	0.080771	0.045646	0.050086
SP600	-0.017768	0.080509	0.019158	0.057970
SP400	-0.019859	0.080174	0.020554	0.051549
Communication Services ETF	-0.032872	0.075995	0.022591	0.017899
Consumer Discretionary ETF	-0.021214	0.120254	0.052510	0.052777
Consumer Staples ETF	-0.018663	0.035480	0.034807	0.045915
Energy ETF	0.055913	0.096281	-0.039735	0.042416
Financials ETF	-0.020711	0.061049	0.030176	0.065446
Health Care ETF	-0.017923	0.078706	0.041045	0.047467
Industrials ETF	-0.011020	0.058300	0.045427	0.039920
Information Technology ETF	0.006217	0.121831	0.068693	0.067531
Materials ETF	-0.026671	0.082827	0.027940	0.058669
Real Estate ETF	-0.026416	0.075756	0.019424	0.038472
Utilities ETF	-0.001263	0.026125	0.039218	0.042001

Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison
Current

	06-10
Energy ETF	0.157138
Utilities ETF	-0.038317
Consumer Staples ETF	-0.056250
Materials ETF	-0.080392
SP600	-0.094221
Health Care ETF	-0.096116
Industrials ETF	-0.121767
SP400	-0.126263
SP1500	-0.133501
SP500	-0.136923
Financials ETF	-0.144127
Real Estate ETF	-0.145335
Communication Services ETF	-0.186172
Information Technology ETF	-0.190021
Consumer Discretionary ETF	-0.213144

standard deviations

	03-31	06-30	09-30	12-31
SP1500	0.134644	0.072380	0.037999	0.110320
SP500	0.127411	0.070450	0.039033	0.106496
SP600	0.199479	0.088447	0.037096	0.179394
SP400	0.157662	0.100224	0.037075	0.138781
Communication Services ETF	0.138244	0.095192	0.045269	0.123434
Consumer Discretionary ETF	0.151791	0.146922	0.083611	0.127243
Consumer Staples ETF	0.096633	0.035421	0.049261	0.063730
Energy ETF	0.369457	0.166709	0.099129	0.202483
Financials ETF	0.192299	0.053666	0.014462	0.140299
Health Care ETF	0.079810	0.054107	0.065798	0.098650
Industrials ETF	0.178470	0.072339	0.066050	0.134044
Information Technology ETF	0.135329	0.113409	0.054569	0.136753
Materials ETF	0.163483	0.099766	0.065317	0.127072
Real Estate ETF	0.161483	0.056090	0.032025	0.078165
Utilities ETF	0.092016	0.021473	0.033841	0.054883

t scores

	03-31	06-30	09-30	12-31
SP1500	-0.035281	0.505153	0.489908	0.202519
SP500	-0.042087	0.512730	0.522980	0.210329
SP600	-0.039834	0.407076	0.230960	0.144515
SP400	-0.056330	0.357747	0.247928	0.166115
Communication Services ETF	-0.106341	0.357027	0.223180	0.064848
Consumer Discretionary ETF	-0.062503	0.366041	0.280865	0.185493
Consumer Staples ETF	-0.086371	0.447954	0.315992	0.322196
Energy ETF	0.067680	0.258283	-0.179260	0.093682
Financials ETF	-0.048166	0.508740	0.933164	0.208614
Health Care ETF	-0.100433	0.650529	0.278976	0.215182
Industrials ETF	-0.027615	0.360421	0.307577	0.133187
Information Technology ETF	0.020546	0.480423	0.562966	0.220841
Materials ETF	-0.072960	0.371283	0.191302	0.206478
Real Estate ETF	-0.073157	0.604012	0.271246	0.220111
Utilities ETF	-0.006140	0.544116	0.518265	0.342246

p values

	03-31	06-30	09-30	12-31
SP1500	0.487036	0.675887	0.671106	0.573766
SP500	0.484537	0.678247	0.681422	0.576557
SP600	0.485364	0.644372	0.583899	0.552872
SP400	0.479310	0.627889	0.589904	0.560685
Communication Services ETF	0.461012	0.627646	0.581136	0.523813
Consumer Discretionary ETF	0.477047	0.630688	0.601465	0.567662
Consumer Staples ETF	0.468307	0.657720	0.613641	0.615774
Energy ETF	0.524851	0.593553	0.434579	0.534366
Financials ETF	0.482306	0.677006	0.790214	0.575945
Health Care ETF	0.463168	0.719135	0.600805	0.578288
Industrials ETF	0.489852	0.628793	0.610739	0.548761
Information Technology ETF	0.507551	0.668108	0.693606	0.580304
Materials ETF	0.473215	0.632451	0.569748	0.575182
Real Estate ETF	0.473143	0.705773	0.598102	0.580044
Utilities ETF	0.497743	0.687902	0.679964	0.622630

array([[<AxesSubplot:title={'center':'03-31'}>,
        <AxesSubplot:title={'center':'06-30'}>],
       [<AxesSubplot:title={'center':'09-30'}>,
        <AxesSubplot:title={'center':'12-31'}>]], dtype=object)

	Energy ETF	Utilities ETF	Consumer Staples ETF	Materials ETF	SP600	Health Care ETF	Industrials ETF	SP400	SP1500	SP500	Financials ETF	Real Estate ETF	Communication Services ETF	Information Technology ETF	Consumer Discretionary ETF
2017-03-31 00:00:00	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan
2017-06-30 00:00:00	-0.078709	0.022113	0.010040	0.026999	0.018327	0.072895	0.042167	0.031752	0.030375	0.030708	0.038955	0.017375	-0.024136	0.041388	0.028386
2017-09-30 00:00:00	0.069612	0.031518	-0.012346	0.066617	0.064962	0.040565	0.052781	0.035020	0.044807	0.045666	0.052789	0.008095	0.015498	0.083223	0.014521
2017-12-31 00:00:00	0.073946	0.000687	0.059268	0.071798	0.038747	0.018576	0.066175	0.074139	0.066880	0.069917	0.073683	0.012742	0.000763	0.093087	0.097848
2018-03-31 00:00:00	-0.078807	-0.033734	-0.073521	-0.072483	-0.011631	-0.020049	-0.033542	-0.003978	-0.021321	-0.024130	-0.015065	-0.086159	-0.085669	0.020711	-0.001942
2018-06-30 00:00:00	0.150528	0.053422	0.006353	0.036210	0.106722	0.055259	-0.008057	0.045520	0.052094	0.047568	-0.011331	0.094633	0.035862	0.080437	0.088528
2018-09-30 00:00:00	0.021911	0.019751	0.050064	0.007338	0.032842	0.137698	0.094874	0.032902	0.070536	0.078236	0.031675	0.000044	0.023115	0.117719	0.066008
2018-12-31 00:00:00	-0.267451	0.009925	-0.055862	-0.154310	-0.193040	-0.108129	-0.183620	-0.172165	-0.142834	-0.137319	-0.138848	-0.058855	-0.143117	-0.174415	-0.162070
2019-03-31 00:00:00	0.178564	0.103055	0.111156	0.126958	0.124660	0.081835	0.183161	0.157497	0.151853	0.144236	0.109942	0.173365	0.139541	0.217473	0.157197
2019-06-30 00:00:00	-0.048754	0.035855	0.036556	0.040951	0.010843	0.017469	0.034436	0.030815	0.039106	0.040369	0.067026	0.015389	0.035928	0.054745	0.040127
2019-09-30 00:00:00	-0.075658	0.090872	0.056319	-0.013089	-0.004200	-0.035439	0.004465	-0.009122	0.006291	0.011423	0.013235	0.075811	-0.002023	0.016115	0.002509
2019-12-31 00:00:00	0.054552	0.002011	0.036517	0.066971	0.082573	0.147851	0.058155	0.066590	0.090490	0.089876	0.096390	0.005745	0.086727	0.139034	0.056223
2020-03-31 00:00:00	-0.523877	-0.141270	-0.141472	-0.278876	-0.328050	-0.131539	-0.279339	-0.247693	-0.205302	-0.194477	-0.330709	-0.241350	-0.187109	-0.131215	-0.231167
2020-06-30 00:00:00	0.332245	0.024507	0.094561	0.260712	0.223617	0.164463	0.182339	0.259149	0.206715	0.201618	0.135641	0.135399	0.224230	0.318555	0.379795
2020-09-30 00:00:00	-0.188315	0.051209	0.098022	0.120651	0.032878	0.062281	0.118587	0.068091	0.086119	0.090383	0.028859	0.013268	0.097573	0.120087	0.192380
2020-12-31 00:00:00	0.300830	0.073335	0.074374	0.172363	0.312278	0.101111	0.178685	0.211458	0.132216	0.121185	0.253698	0.092916	0.182130	0.138205	0.172875
2021-03-31 00:00:00	0.324479	0.031042	0.030385	0.105419	0.184526	0.025327	0.116450	0.084662	0.070761	0.063518	0.165207	0.087920	0.083288	0.015110	0.073815
2021-06-30 00:00:00	0.126094	-0.005272	0.029888	0.049264	0.043034	0.083442	0.040613	0.033635	0.080495	0.083593	0.074954	0.115985	0.108092	0.114030	0.064435
2021-09-30 00:00:00	-0.026222	0.002739	-0.018026	-0.041816	-0.030694	0.000121	-0.043573	-0.024123	0.000378	0.002523	0.024323	-0.000098	-0.021207	0.006319	-0.012866
2021-12-31 00:00:00	0.050203	0.124048	0.115277	0.136524	0.049293	0.077925	0.080207	0.077726	0.103038	0.106772	0.042310	0.139811	-0.037011	0.141743	0.099010
2022-03-31 00:00:00	0.379204	0.034591	-0.019862	-0.014374	-0.058344	-0.045192	-0.041831	-0.089783	-0.049102	-0.049099	-0.032929	-0.065856	-0.114414	-0.090992	-0.103975
2022-06-10 00:00:00	0.157138	-0.038317	-0.056250	-0.080392	-0.094221	-0.096116	-0.121767	-0.126263	-0.133501	-0.136923	-0.144127	-0.145335	-0.186172	-0.190021	-0.213144

	2017-03-31 00:00:00	2017-06-30 00:00:00	2017-09-30 00:00:00	2017-12-31 00:00:00	2018-03-31 00:00:00	2018-06-30 00:00:00	2018-09-30 00:00:00	2018-12-31 00:00:00	2019-03-31 00:00:00	2019-06-30 00:00:00	2019-09-30 00:00:00	2019-12-31 00:00:00	2020-03-31 00:00:00	2020-06-30 00:00:00	2020-09-30 00:00:00	2020-12-31 00:00:00	2021-03-31 00:00:00	2021-06-30 00:00:00	2021-09-30 00:00:00	2021-12-31 00:00:00	2022-03-31 00:00:00	2022-06-10 00:00:00
0	SP1500	Health Care ETF	Information Technology ETF	Consumer Discretionary ETF	Information Technology ETF	Energy ETF	Health Care ETF	Utilities ETF	Information Technology ETF	Financials ETF	Utilities ETF	Health Care ETF	Information Technology ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	SP600	Energy ETF	Energy ETF	Financials ETF	Information Technology ETF	Energy ETF	Energy ETF
1	SP500	Industrials ETF	Energy ETF	Information Technology ETF	Consumer Discretionary ETF	SP600	Information Technology ETF	Consumer Staples ETF	Industrials ETF	Information Technology ETF	Real Estate ETF	Information Technology ETF	Health Care ETF	Energy ETF	Materials ETF	Energy ETF	SP600	Real Estate ETF	Information Technology ETF	Real Estate ETF	Utilities ETF	Utilities ETF
2	SP600	Information Technology ETF	Materials ETF	SP400	SP400	Real Estate ETF	Industrials ETF	Real Estate ETF	Energy ETF	Materials ETF	Consumer Staples ETF	Financials ETF	Utilities ETF	Information Technology ETF	Information Technology ETF	Financials ETF	Financials ETF	Information Technology ETF	Utilities ETF	Materials ETF	Materials ETF	Consumer Staples ETF
3	SP400	Financials ETF	SP600	Energy ETF	SP600	Consumer Discretionary ETF	SP500	Health Care ETF	Real Estate ETF	SP500	Information Technology ETF	SP1500	Consumer Staples ETF	Materials ETF	Industrials ETF	SP400	Industrials ETF	Communication Services ETF	SP500	Utilities ETF	Consumer Staples ETF	Materials ETF
4	Communication Services ETF	SP400	Financials ETF	Financials ETF	Financials ETF	Information Technology ETF	SP1500	SP500	SP400	Consumer Discretionary ETF	Financials ETF	SP500	Communication Services ETF	SP400	Consumer Staples ETF	Communication Services ETF	Materials ETF	SP500	SP1500	Consumer Staples ETF	Financials ETF	SP600
5	Consumer Discretionary ETF	SP500	Industrials ETF	Materials ETF	Health Care ETF	Health Care ETF	Consumer Discretionary ETF	Financials ETF	Consumer Discretionary ETF	SP1500	SP500	Communication Services ETF	SP500	Communication Services ETF	Communication Services ETF	Industrials ETF	Real Estate ETF	Health Care ETF	Health Care ETF	SP500	Industrials ETF	Health Care ETF
6	Consumer Staples ETF	SP1500	SP500	SP500	SP1500	Utilities ETF	Consumer Staples ETF	SP1500	SP1500	Consumer Staples ETF	SP1500	SP600	SP1500	SP600	SP500	Consumer Discretionary ETF	SP400	SP1500	Real Estate ETF	SP1500	Health Care ETF	Industrials ETF
7	Energy ETF	Consumer Discretionary ETF	SP1500	SP1500	SP500	SP1500	SP400	Communication Services ETF	SP500	Communication Services ETF	Industrials ETF	Materials ETF	Consumer Discretionary ETF	SP1500	SP1500	Materials ETF	Communication Services ETF	Financials ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	SP500	SP400
8	Financials ETF	Materials ETF	Health Care ETF	Industrials ETF	Industrials ETF	SP500	SP600	Materials ETF	Communication Services ETF	Utilities ETF	Consumer Discretionary ETF	SP400	Real Estate ETF	SP500	SP400	Information Technology ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	Consumer Staples ETF	Industrials ETF	SP1500	SP1500
9	Health Care ETF	Utilities ETF	SP400	Consumer Staples ETF	Utilities ETF	SP400	Financials ETF	Consumer Discretionary ETF	Materials ETF	Industrials ETF	Communication Services ETF	Industrials ETF	SP400	Industrials ETF	Health Care ETF	SP1500	SP1500	Materials ETF	Communication Services ETF	Health Care ETF	SP600	SP500
10	Industrials ETF	SP600	Utilities ETF	SP600	Materials ETF	Materials ETF	Communication Services ETF	SP400	SP600	SP400	SP600	Consumer Discretionary ETF	Materials ETF	Health Care ETF	Utilities ETF	SP500	SP500	SP600	SP400	SP400	Real Estate ETF	Financials ETF
11	Information Technology ETF	Real Estate ETF	Communication Services ETF	Health Care ETF	Consumer Staples ETF	Communication Services ETF	Energy ETF	Information Technology ETF	Consumer Staples ETF	Health Care ETF	SP400	Energy ETF	Industrials ETF	Financials ETF	SP600	Health Care ETF	Utilities ETF	Industrials ETF	Energy ETF	Energy ETF	SP400	Real Estate ETF
12	Materials ETF	Consumer Staples ETF	Consumer Discretionary ETF	Real Estate ETF	Energy ETF	Consumer Staples ETF	Utilities ETF	Industrials ETF	Financials ETF	Real Estate ETF	Materials ETF	Consumer Staples ETF	SP600	Real Estate ETF	Financials ETF	Real Estate ETF	Consumer Staples ETF	SP400	SP600	SP600	Information Technology ETF	Communication Services ETF
13	Real Estate ETF	Communication Services ETF	Real Estate ETF	Communication Services ETF	Communication Services ETF	Industrials ETF	Materials ETF	SP600	Utilities ETF	SP600	Health Care ETF	Real Estate ETF	Financials ETF	Consumer Staples ETF	Real Estate ETF	Consumer Staples ETF	Health Care ETF	Consumer Staples ETF	Materials ETF	Financials ETF	Consumer Discretionary ETF	Information Technology ETF
14	Utilities ETF	Energy ETF	Consumer Staples ETF	Utilities ETF	Real Estate ETF	Financials ETF	Real Estate ETF	Energy ETF	Health Care ETF	Energy ETF	Energy ETF	Utilities ETF	Energy ETF	Utilities ETF	Energy ETF	Utilities ETF	Information Technology ETF	Utilities ETF	Industrials ETF	Communication Services ETF	Communication Services ETF	Consumer Discretionary ETF

Comparative to Seasonal Indexes, tells you who is over or underperforming.
This is Seasonal Index - Extrapolated Current Quarter.
+: seasonal > current
-: current > seasonal
Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison

	2022-06-10
Information Technology ETF	0.096313
Consumer Discretionary ETF	0.095053
Energy ETF	0.075929
Materials ETF	0.065233
SP1500	0.064383
SP500	0.063601
SP600	0.063392
SP400	0.063127
Health Care ETF	0.061962
Communication Services ETF	0.059812
Real Estate ETF	0.059622
Financials ETF	0.047976
Industrials ETF	0.045803
Consumer Staples ETF	0.027809
Utilities ETF	0.020457

	2017-03-31 00:00:00	2017-06-30 00:00:00	2017-09-30 00:00:00	2017-12-31 00:00:00	2018-03-31 00:00:00	2018-06-30 00:00:00	2018-09-30 00:00:00	2018-12-31 00:00:00	2019-03-31 00:00:00	2019-06-30 00:00:00	2019-09-30 00:00:00	2019-12-31 00:00:00	2020-03-31 00:00:00	2020-06-30 00:00:00	2020-09-30 00:00:00	2020-12-31 00:00:00	2021-03-31 00:00:00	2021-06-30 00:00:00	2021-09-30 00:00:00	2021-12-31 00:00:00	2022-03-31 00:00:00	2022-06-10 00:00:00
0	SP1500	Utilities ETF	Energy ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	Energy ETF	Health Care ETF	Utilities ETF	Information Technology ETF	Utilities ETF	Real Estate ETF	Health Care ETF	Health Care ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	Energy ETF	Energy ETF	Real Estate ETF	Energy ETF	Real Estate ETF	Energy ETF	Information Technology ETF
1	SP500	Health Care ETF	SP600	Energy ETF	SP400	Utilities ETF	Energy ETF	Real Estate ETF	Real Estate ETF	Financials ETF	Utilities ETF	Information Technology ETF	Consumer Staples ETF	Energy ETF	Materials ETF	SP600	SP600	Communication Services ETF	Financials ETF	Utilities ETF	Utilities ETF	Consumer Discretionary ETF
2	SP600	Industrials ETF	Materials ETF	Industrials ETF	Information Technology ETF	SP600	Industrials ETF	Consumer Staples ETF	Industrials ETF	Consumer Staples ETF	Consumer Staples ETF	Communication Services ETF	Information Technology ETF	Information Technology ETF	Communication Services ETF	Financials ETF	Financials ETF	Energy ETF	Real Estate ETF	Materials ETF	Materials ETF	Energy ETF
3	SP400	Financials ETF	Financials ETF	Information Technology ETF	SP600	Real Estate ETF	Information Technology ETF	Health Care ETF	Consumer Discretionary ETF	Industrials ETF	Financials ETF	SP1500	Utilities ETF	SP400	Industrials ETF	Communication Services ETF	Materials ETF	Financials ETF	Utilities ETF	Information Technology ETF	Consumer Staples ETF	Materials ETF
4	Communication Services ETF	Consumer Staples ETF	Information Technology ETF	SP400	Financials ETF	Health Care ETF	SP500	Communication Services ETF	SP400	Communication Services ETF	SP600	SP500	Communication Services ETF	Materials ETF	Consumer Staples ETF	SP400	Industrials ETF	Health Care ETF	Health Care ETF	Consumer Staples ETF	Financials ETF	SP1500
5	Consumer Discretionary ETF	SP400	SP400	SP500	Health Care ETF	Consumer Staples ETF	SP1500	SP500	Communication Services ETF	SP500	Communication Services ETF	Financials ETF	SP500	Communication Services ETF	Information Technology ETF	Industrials ETF	Communication Services ETF	SP500	SP1500	SP500	Health Care ETF	SP500
6	Consumer Staples ETF	SP500	Industrials ETF	SP1500	SP1500	SP1500	Consumer Staples ETF	SP1500	SP1500	Materials ETF	SP400	SP600	SP1500	SP600	SP400	Consumer Discretionary ETF	Real Estate ETF	SP1500	SP500	SP1500	Industrials ETF	SP600
7	Energy ETF	SP1500	SP1500	Consumer Staples ETF	SP500	Consumer Discretionary ETF	SP600	Financials ETF	SP500	SP1500	SP500	Industrials ETF	Consumer Discretionary ETF	SP1500	SP500	Materials ETF	SP400	Consumer Staples ETF	Communication Services ETF	Consumer Discretionary ETF	SP500	SP400
8	Financials ETF	Materials ETF	SP500	Materials ETF	Industrials ETF	SP500	Consumer Discretionary ETF	Materials ETF	Materials ETF	SP400	SP1500	SP400	Real Estate ETF	Industrials ETF	SP1500	SP1500	Consumer Discretionary ETF	Information Technology ETF	SP400	Industrials ETF	SP1500	Health Care ETF
9	Health Care ETF	Real Estate ETF	Health Care ETF	Financials ETF	Utilities ETF	SP400	SP400	Consumer Discretionary ETF	SP600	Real Estate ETF	Energy ETF	Energy ETF	SP400	SP500	Health Care ETF	SP500	SP1500	Industrials ETF	SP600	Health Care ETF	Real Estate ETF	Communication Services ETF
10	Industrials ETF	SP600	Communication Services ETF	Communication Services ETF	Materials ETF	Communication Services ETF	Financials ETF	Industrials ETF	Financials ETF	Health Care ETF	Industrials ETF	Materials ETF	Materials ETF	Health Care ETF	SP600	Information Technology ETF	SP500	Utilities ETF	Consumer Staples ETF	SP400	SP600	Real Estate ETF
11	Information Technology ETF	Information Technology ETF	Utilities ETF	SP600	Communication Services ETF	Information Technology ETF	Communication Services ETF	SP400	Consumer Staples ETF	Information Technology ETF	Materials ETF	Consumer Discretionary ETF	Industrials ETF	Financials ETF	Utilities ETF	Real Estate ETF	Consumer Staples ETF	Materials ETF	Information Technology ETF	Energy ETF	SP400	Financials ETF
12	Materials ETF	Consumer Discretionary ETF	Real Estate ETF	Real Estate ETF	Consumer Staples ETF	Materials ETF	Real Estate ETF	Information Technology ETF	Energy ETF	SP600	Consumer Discretionary ETF	Consumer Staples ETF	Financials ETF	Real Estate ETF	Financials ETF	Health Care ETF	Health Care ETF	SP600	Consumer Discretionary ETF	SP600	Communication Services ETF	Industrials ETF
13	Real Estate ETF	Communication Services ETF	Consumer Discretionary ETF	Health Care ETF	Real Estate ETF	Industrials ETF	Utilities ETF	SP600	Utilities ETF	Consumer Discretionary ETF	Information Technology ETF	Real Estate ETF	SP600	Consumer Staples ETF	Real Estate ETF	Utilities ETF	Utilities ETF	SP400	Materials ETF	Financials ETF	Consumer Discretionary ETF	Consumer Staples ETF
14	Utilities ETF	Energy ETF	Consumer Staples ETF	Utilities ETF	Energy ETF	Financials ETF	Materials ETF	Energy ETF	Health Care ETF	Energy ETF	Health Care ETF	Utilities ETF	Energy ETF	Utilities ETF	Energy ETF	Consumer Staples ETF	Information Technology ETF	Consumer Discretionary ETF	Industrials ETF	Communication Services ETF	Information Technology ETF	Utilities ETF

	Index	Symbol	risk_trend_factor
0	SP500	SPY	-4.314957
1	SP1500	SPTM	-4.323114
2	SP600	SLY	-5.831833
3	SP400	MDYG	-5.932476

	Symbol	risk_trend_factor	Sector
3	VDE	3.378308	Energy ETF
10	VPU	-0.903846	Utilities ETF
2	VDC	-1.815370	Consumer Staples ETF
8	VAW	-2.983225	Materials ETF
9	VNQ	-3.885849	Real Estate ETF
5	VHT	-3.947143	Health Care ETF
6	VIS	-5.096830	Industrials ETF
1	VCR	-5.274843	Consumer Discretionary ETF
4	VFH	-5.669687	Financials ETF
7	VGT	-6.117689	Information Technology ETF
0	VOX	-9.183162	Communication Services ETF

Rolling Quarterly Mean Return

Quarterly Returns

2.2634783422537827

array([[<AxesSubplot:title={'center':'risk_trend_factor'}>]], dtype=object)

1530

Index(['Symbol', 'max_2y', 'min_2y', 'std_2y', 'mean_2y', 'max_1y', 'min_1y',
       'std_1y', 'mean_1y', 'latest_p', '2yr_close_0pct', '2yr_close_2pct',
       '2yr_close_9pct', '2yr_close_25pct', '2yr_close_50pct',
       '2yr_close_75pct', '2yr_close_91pct', '2yr_close_98pct',
       '2yr_close_100pct', '1yr_close_0pct', '1yr_close_2pct',
       '1yr_close_9pct', '1yr_close_25pct', '1yr_close_50pct',
       '2yr_close_75pct', '1yr_close_91pct', '1yr_close_98pct',
       '1yr_close_100pct', 'risk_trend_factor', 'supply_trend_1yr',
       'supply_trend_180d', 'supply_trend_90d', 'supply_trend_60d',
       'supply_trend_30d', 'vol_30d_2yr', 'pct_1yr', 'pct_2yr',
       'MIN_Lookback_One_Year', 'MIN_Lookback_6_Months',
       'MIN_Lookback_2_Months', 'MIN_Lookback_1_Months', 'volume_factor',
       'adf', 'hurst', 'Market Index', 'Sector'],
      dtype='object')

	Symbol	latest_p	risk_trend_factor	adf	hurst	Sector	Market Index	vol_30d_2yr
0	MTOR	36.119999	10.517268	0.308552	0.433895	error	SP600	20301256.12708
1	Y	834.109985	7.384772	0.389055	0.457411	Financial Services	SP400	1456858.698941
2	TVTY	32.279999	5.39315	0.524133	0.449983	error	SP600	14974563.993949
3	MCK	313.339996	4.004949	0.998714	0.463166	Healthcare	SP500	33946622.768533
4	ACC	64.769997	3.917188	0.981927	0.416828	error	SP400	20837020.877458
5	CVX	175.399994	3.856637	0.97985	0.498334	Energy	SP500	181490743.721634
6	EQT	47.959999	3.747308	0.932879	0.501911	Energy	SP400	137472571.699697
7	LNTH	63.849998	3.540933	0.990883	0.532857	Healthcare	SP600	10889615.279879
8	SWX	91.889999	3.530074	0.284442	0.398907	Utilities	SP400	7059509.304085
9	MPC	108.339996	3.513423	0.991702	0.523957	Energy	SP500	132481329.198185
10	MUSA	237.960007	3.50354	0.99617	0.410367	Consumer Cyclical	SP400	7365132.299546
11	SJI	34.060001	3.390476	0.165217	0.413386	Utilities	SP600	18167782.072617
12	VDE	123.860001	3.378308	0.947803	0.52196	error	NaN	15894021.482602
13	XOM	100.459999	3.314307	0.977852	0.536671	Energy	SP500	399482859.531014
14	DVN	74.059998	3.254185	0.994381	0.555599	Energy	SP500	181231964.523449
15	MRO	30.290001	3.229066	0.972772	0.54597	Energy	SP500	385905130.635401
16	PBF	40.330002	3.225693	0.730477	0.555776	Energy	SP600	65359710.136157
17	APA	48.810001	3.199621	0.443494	0.44772	Energy	SP500	154170566.944024
18	CTRA	34.310001	3.192947	0.507048	0.467954	Energy	SP500	150668871.709531
19	COP	116.830002	3.181252	0.992942	0.491541	Energy	SP500	164910706.505295
20	VLO	140.509995	3.155888	0.970961	0.536721	Energy	SP500	84050366.565809
21	EOG	144.0	3.013262	0.922673	0.487021	Energy	SP500	86714140.166415
22	WRB	68.260002	2.908126	0.965152	0.455795	Financial Services	SP500	23023001.53177
23	HES	127.720001	2.88093	0.97499	0.449233	Energy	SP500	66701550.453858
24	CEIX	52.91	2.853516	0.933936	0.522101	Energy	SP600	9591390.71618
25	FANG	155.490005	2.734463	0.837164	0.472651	Energy	SP500	49440914.674735
26	CIVI	80.660004	2.668131	0.020246	0.49614	Energy	SP600	7642718.420575
27	NFG	72.650002	2.655036	0.982328	0.468009	Energy	SP400	11033521.558245
28	PDCE	84.129997	2.633596	0.76826	0.495944	Energy	SP400	26294633.055976
29	OXY	63.869999	2.620612	0.777852	0.546207	Energy	SP500	312554843.645991
30	PXD	270.869995	2.603258	0.935146	0.498349	Energy	SP500	41581229.500756
31	CNX	23.24	2.576298	0.784231	0.406859	Energy	SP400	79583176.67171
32	MTDR	65.230003	2.551954	0.987482	0.46805	Energy	SP400	50876450.529501
33	DINO	56.369999	2.525424	0.412505	0.562704	Energy	SP400	51935930.332829
34	HRB	35.450001	2.371017	0.838883	0.43511	Consumer Cyclical	SP400	61640658.16944
35	MUR	44.150002	2.319887	0.869435	0.455651	Energy	SP400	60623530.181543
36	SM	50.560001	2.268271	0.976245	0.479096	Energy	SP600	82761362.102874
37	RRC	34.439999	2.265651	0.784588	0.495379	Energy	SP400	159173207.564297

2017-02-13   NaN
2017-02-14   NaN
2017-02-15   NaN
2017-02-16   NaN
2017-02-17   NaN
              ..
2022-06-06   NaN
2022-06-07   NaN
2022-06-08   NaN
2022-06-09   NaN
2022-06-10   NaN
Name: FPCPITOTLZGUSA, Length: 1342, dtype: float64

0

'Market volatility'

nominal, pct_change, pct_change().cumsum
Market volatility

Consumer Confidence

Unemployment

Inflation

Interest Rates

10 Year to 3 Month

Recession Indicator

adf < .05 or .01, mean reverting
Hurst
> .5 - The time series is mean reverting.
= .5 - The time series is a Geometric Brownian Motion.
< .5 - The time series is trending.
symbol: SPY
sector: error
sector: error
Index: SP500
supply trend: 1781380150.6807866
risk trend factor: -4.314957039491863
      totalAssets  trailingPE
SPY  3.781762e+11    4.292843

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	389.799988	384.809441	402.729524	420.649606	424.242223	21.62419	380.993843	467.490604

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SPY	1.065993	389.799988	1781380150.680787	0.501905	0.730083	0.423507

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [632.9994372245903, 632.9994296789454, 632.9994357513679, 632.9994371873406]
inner cv sdevs: [526.0401152261812, 526.0400916338582, 526.0401155650316, 526.0401151885344]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 632.9994296789454 526.0400916338582
test cv mean error, stdev (10 folds): [654.7536070469592, 546.9773763661158]
sell date: 2022-08-28
expected return: 0.07468322706745872
discounted return: 0.0009238360336081275
quarter return: 1.088666637943265

['options', ('2022-06-17', '2022-06-30', '2022-09-16', '2022-09-30', '2022-12-16', '2023-01-20', '2023-03-17', '2023-06-16', '2023-12-15', '2024-01-19', '2024-12-20')]
symbol: SPTM
sector: error
sector: error
Index: SP1500
supply trend: 10701430.030257186
risk trend factor: -4.323113872768143
Empty DataFrame
Columns: []
Index: [SPTM]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	48.16	47.422277	49.676984	51.931691	52.277778	2.617361	47.043055	57.5125

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SPTM	1.445517	48.16	10701430.030257	0.514882	0.731043	0.430862

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [9.766103069551415, 9.766103038674405, 9.766101756794988, 9.766103022932008]
inner cv sdevs: [7.967177629103847, 7.967177583356376, 7.967178214958815, 7.967177589932454]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 9.766101756794988 7.967178214958815
test cv mean error, stdev (10 folds): [10.110157203693971, 8.277765674145988]
sell date: 2022-08-28
expected return: 0.07559633122124303
discounted return: 0.0009347344703374283
quarter return: 1.088666637943265

['options', ('2022-06-17',)]
symbol: SLY
sector: error
sector: error
Index: SP600
supply trend: 1733621.860816944
risk trend factor: -5.831832561133962
Empty DataFrame
Columns: []
Index: [SLY]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	84.790001	81.56592	86.101746	90.637572	89.273651	3.873503	81.526645	97.020657

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SLY	1.265097	84.790001	1733621.860817	0.58507	0.631357	0.516612

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [53.66732215733594, 53.66732249064057, 53.667322489323645, 53.66732257856416]
inner cv sdevs: [42.37775861395745, 42.37775839813266, 42.37775842272278, 42.377758368458665]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 53.66732215733594 42.37775861395745
test cv mean error, stdev (10 folds): [55.52001311248117, 44.01936672591312]
sell date: 2022-08-14
expected return: 0.07793979008442603
discounted return: 0.0011733693844107052
quarter return: 1.088666637943265

symbol: MDYG
sector: error
sector: error
Index: SP400
supply trend: 3870598.865355522
risk trend factor: -5.932475578582748
Empty DataFrame
Columns: []
Index: [MDYG]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	64.839996	62.654627	66.371428	70.088229	69.963968	3.726597	62.510773	77.417163

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MDYG	0.727588	64.839996	3870598.865356	0.405859	0.564973	0.453632

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [29.52192874706465, 29.521928435745643, 29.521931282836643, 29.521928756045966]
inner cv sdevs: [23.756908622983925, 23.756908903852402, 23.756907029222933, 23.75690862113693]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 29.521928435745643 23.756908903852402
test cv mean error, stdev (10 folds): [31.618850344442098, 23.92617628537332]
sell date: 2022-08-14
expected return: 0.08605219542449717
discounted return: 0.0012906647299015805
quarter return: 1.088666637943265

['options', ('2022-06-17',)]
symbol: VDE
sector: error
sector: Energy
Index: nan
supply trend: 15894021.482602118
risk trend factor: 3.3783083383264243
      totalAssets  trailingPE
VDE  1.106882e+10   10.692059

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	123.860001	107.166137	119.294921	131.423705	111.724762	7.181377	97.362008	126.087517

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VDE	1.169962	123.860001	15894021.482602	0.930759	0.947803	0.52196

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [96.21341024466251, 96.21341028704802, 96.21341505319116, 96.21341596121202]
inner cv sdevs: [72.95509135617804, 72.95509142034471, 72.95508885688861, 72.9550907751274]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 96.21341024466251 72.95509135617804
test cv mean error, stdev (10 folds): [105.41528431803886, 70.1660250438581]
sell date: 2022-09-11
expected return: 0.16082303281146293
discounted return: 0.0016222847496127901
quarter return: 1.088666637943265

['options', ('2022-06-17',)]
symbol: VPU
sector: error
sector: Utilities
Index: nan
supply trend: 4401008.169440242
risk trend factor: -0.9038459354057021
      totalAssets
VPU  7.799146e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	155.610001	152.644005	158.881905	165.119806	159.366349	4.141233	151.083883	167.648816

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VPU	1.073413	155.610001	4401008.16944	0.750053	0.731044	0.299247

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [106.70335778460885, 106.71009103649061, 106.70335672937158, 106.70335672854131]
inner cv sdevs: [154.9633233016428, 154.96546943527773, 154.9633232104315, 154.96332318610172]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 106.70335672854131 154.96332318610172
test cv mean error, stdev (10 folds): [113.14885811479367, 161.12011498459947]
sell date: 2022-06-12
expected return: 0.03553481885364131
discounted return: 0.03553481885364129
quarter return: 1.088666637943265

['options', ('2022-06-17',)]
symbol: VDC
sector: error
sector: Consumer Defensive
Index: nan
supply trend: 3239531.5431164904
risk trend factor: -1.81537011564274
      totalAssets
VDC  8.239956e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	184.889999	180.713861	189.626984	198.540108	195.577937	6.579991	182.417955	208.73792

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VDC	1.521146	184.889999	3239531.543116	0.610012	0.828818	0.357333

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [75.68390199438142, 75.68391278582885, 75.68387690578915, 75.68390037827186]
inner cv sdevs: [58.10065635393446, 58.10064705074018, 58.10067832033633, 58.10064914752406]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 75.68387690578915 58.10067832033633
test cv mean error, stdev (10 folds): [75.06600518922706, 60.90203860705512]
sell date: 2022-07-24
expected return: 0.038927988845769194
discounted return: 0.0008885201184363201
quarter return: 1.088666637943265

['options', ('2022-07-15',)]
symbol: VAW
sector: error
sector: Basic Materials
Index: nan
supply trend: 2531724.1301059
risk trend factor: -2.9832247911376593
      totalAssets
VAW  5.085875e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	178.449997	175.041332	184.631904	194.222476	188.745238	6.207227	176.330784	201.159692

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VAW	1.136419	178.449997	2531724.130106	0.735836	0.8001	0.433204

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [183.06563069907895, 183.0574507855325, 183.06563102677646, 183.05745107294413]
inner cv sdevs: [129.98868374482254, 129.9952975934152, 129.9886839858961, 129.99529784641263]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 183.0574507855325 129.9952975934152
test cv mean error, stdev (10 folds): [193.57495421199536, 131.80234647064287]
sell date: 2022-07-10
expected return: 0.10417537486997551
discounted return: 0.0034230449135421726
quarter return: 1.088666637943265

['options', ('2022-08-19',)]
symbol: VNQ
sector: error
sector: Real Estate
Index: nan
supply trend: 111305975.03782149
risk trend factor: -3.885849288582038
      totalAssets
VNQ  7.839537e+10

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	92.620003	93.076579	96.729683	100.382786	103.130635	5.926759	91.277118	114.984153

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VNQ	1.031909	92.620003	111305975.037821	0.416	0.514654	0.397188

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [53.96174374912048, 53.96174387747761, 53.9617507021809, 53.96174387747761]
inner cv sdevs: [54.656024463203764, 54.65602563673287, 54.65602243122589, 54.65602563673287]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 53.96174374912048 54.656024463203764
test cv mean error, stdev (10 folds): [57.59198284123204, 56.04502154771519]
sell date: 2022-07-24
expected return: 0.07015328759171113
discounted return: 0.001578032101658966
quarter return: 1.088666637943265

['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
symbol: VHT
sector: error
sector: Healthcare
Index: nan
supply trend: 5096065.052950076
risk trend factor: -3.9471429756913072
      totalAssets  trailingPE
VHT  1.944618e+10    5.167231

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	229.929993	231.084711	237.690476	244.296241	245.914285	9.56314	226.788005	265.040565

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VHT	0.947476	229.929993	5096065.05295	0.525621	0.693779	0.333477

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [207.20560313573048, 207.20562986619652, 207.20560313573048, 207.2056531647476]
inner cv sdevs: [120.74631863070098, 120.74636938232955, 120.74631863070098, 120.7462811460532]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 207.20560313573048 120.74631863070098
test cv mean error, stdev (10 folds): [201.34321811677097, 125.13835201910808]
sell date: 2022-08-14
expected return: 0.05378595839721864
discounted return: 0.0008189187868525849
quarter return: 1.088666637943265

['options', ('2022-06-17',)]
symbol: VIS
sector: error
sector: Industrials
Index: nan
supply trend: 3021835.7791225417
risk trend factor: -5.096829776050351
Empty DataFrame
Columns: []
Index: [VIS]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	170.789993	166.918433	175.029841	183.141249	183.59	8.591236	166.407528	200.772473

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VIS	0.897137	170.789993	3021835.779123	0.55486	0.557365	0.472662

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [183.66474111773064, 183.66460703475008, 183.66474115700854, 183.66474108684227]
inner cv sdevs: [150.40929213315897, 150.40929130612926, 150.40929202898846, 150.4092921347221]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 183.66460703475008 150.40929130612926
test cv mean error, stdev (10 folds): [193.8056803549312, 154.12341035322913]
sell date: 2022-07-10
expected return: 0.07414085204350107
discounted return: 0.002469289708495026
quarter return: 1.088666637943265

['options', ('2022-08-19',)]
symbol: VCR
sector: error
sector: Consumer Cyclical
Index: nan
supply trend: 2149496.8229954615
risk trend factor: -5.274842912889847
      totalAssets
VCR  6.015592e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	240.179993	228.960223	247.434761	265.9093	276.036349	25.54683	224.942689	327.130008

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VCR	1.24671	240.179993	2149496.822995	0.290163	0.672666	0.471633

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [671.3642548096869, 671.3642541527998, 671.3642760802122, 671.3643386615144]
inner cv sdevs: [654.4622489351129, 654.4622491026787, 654.4622918062121, 654.4622502196388]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 671.3642541527998 654.4622491026787
test cv mean error, stdev (10 folds): [733.3768907251421, 654.8678372511378]
sell date: 2022-07-24
expected return: 0.10903811991356427
discounted return: 0.0024097145437365075
quarter return: 1.088666637943265

['options', ('2022-06-17',)]
symbol: VFH
sector: error
sector: Financial Services
Index: nan
supply trend: 15854911.649016641
risk trend factor: -5.669686524892829
      totalAssets
VFH  1.055284e+10

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	79.93	79.139405	83.671588	88.203771	88.13127	4.903389	78.324492	97.938048

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VFH	1.068786	79.93	15854911.649017	0.524221	0.532803	0.492594

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [42.70072726557552, 42.700870467500955, 42.700395731328086, 42.70039772700315]
inner cv sdevs: [22.497146112724955, 22.497163194155622, 22.49682375054689, 22.496822646085114]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 42.700395731328086 22.49682375054689
test cv mean error, stdev (10 folds): [43.67042803741906, 23.374500741125946]
sell date: 2022-08-28
expected return: 0.09057745227206852
discounted return: 0.0011122505113998482
quarter return: 1.088666637943265

['options', ('2022-08-19',)]
symbol: VGT
sector: error
sector: Technology
Index: nan
supply trend: 13900429.727685325
risk trend factor: -6.117689136620628
      totalAssets
VGT  5.044675e+10

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	337.339996	330.411387	350.71381	371.016232	377.021272	26.470697	324.079878	429.962665

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VGT	1.13554	337.339996	13900429.727685	0.3501	0.739205	0.427823

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [772.6213477762274, 772.6764625393217, 772.6738691308002, 772.6740350533523]
inner cv sdevs: [540.8858114150879, 540.8841678746194, 540.8845079058593, 540.8846882060847]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 772.6213477762274 540.8858114150879
test cv mean error, stdev (10 folds): [814.2371274072731, 550.2814410384026]
sell date: 2022-07-24
expected return: 0.09931793133060811
discounted return: 0.0022045176641674047
quarter return: 1.088666637943265

['options', ('2022-06-17', '2022-08-19')]
symbol: VOX
sector: error
sector: Communication Services
Index: nan
supply trend: 4281925.491679274
risk trend factor: -9.183162170232858
Empty DataFrame
Columns: []
Index: [VOX]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	97.699997	97.197858	101.223333	105.248808	109.186032	8.472157	92.241718	126.130346

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VOX	1.950828	97.699997	4281925.491679	0.137637	0.718884	0.512033

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [72.16755946546101, 72.16755336537071, 72.16755895245176, 72.16755400047715]
inner cv sdevs: [56.50883622762009, 56.50883936074048, 56.508834496998716, 56.50883795461088]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 72.16755336537071 56.50883936074048
test cv mean error, stdev (10 folds): [76.72465733429601, 57.3073708296177]
sell date: 2022-09-11
expected return: 0.09858056135188568
discounted return: 0.0010224674480645568
quarter return: 1.088666637943265

['options', ('2022-07-15',)]
symbol: MTOR
sector: error
sector: error
Index: SP600
supply trend: 20301256.12708018
risk trend factor: 10.517268141249515
Empty DataFrame
Columns: []
Index: [MTOR]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	36.119999	35.91395	36.090158	36.266367	35.849206	0.25859	35.332026	36.366386

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MTOR	1.167952	36.119999	20301256.12708	0.990077	0.308552	0.433895

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [11.798481873237428, 11.798481867152653, 11.798481873950836, 11.798481866829496]
inner cv sdevs: [6.599762464246281, 6.59976246495462, 6.599762462470213, 6.599762465376386]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 11.798481866829496 6.599762465376386
test cv mean error, stdev (10 folds): [11.000150614565854, 6.395458574315166]
sell date: 2022-07-10
expected return: 0.0018817399253713135
discounted return: 6.482871062507556e-05
quarter return: 1.088666637943265

['options', ('2022-08-19',)]
symbol: Y
sector: Financial Services
Index: SP400
supply trend: 1456858.6989409984
risk trend factor: 7.384771627869685
       beta currentRatio debtToEquity earningsGrowth      ebitda  \
Y  0.663839        1.597         31.5         -0.433  1620000000   

  ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
Y       0.13423  9.936376     90016496      0.44211   5101669000   

  heldPercentInstitutions                       industry    marketCap  \
Y                 0.86723  Insurance—Property & Casualty  11220848640   

  operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
Y        1928840960          0.11935           0     0.15    1.305451   

  priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
Y                     0.929715        0.0771      1.004        0.02938   

  returnOnEquity revenueGrowth revenuePerShare              sector  \
Y        0.11868         0.025         878.577  Financial Services   

  sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
Y          13454900       2.32  2298860032           170.857  2822777088   

  totalRevenue trailingPE  
Y  12069126144  12.311554  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	834.109985	831.51432	833.616982	835.719644	825.774444	46.881434	732.011576	919.537313

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
Y	1.713893	834.109985	1456858.698941	0.928509	0.389055	0.457411

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [6721.824159129887, 6721.823851206655, 6721.824159129887, 6721.824147924589]
inner cv sdevs: [10568.593985183363, 10568.594073462278, 10568.593985183365, 10568.59398766688]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 6721.823851206655 10568.594073462278
test cv mean error, stdev (10 folds): [7230.63170224152, 10955.225264714203]
sell date: 2022-08-07
expected return: 0.00405218950026683
discounted return: 7.094991143130613e-05
quarter return: 1.088666637943265

['options', ('2022-07-15',)]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 8.71
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile            None
peerCount                     96
governanceScore            11.77
environmentPercentile       None
animalTesting              False
tobacco                    False
totalEsg                   21.71
highestControversy             1
esgPerformance          AVG_PERF
coal                       False
pesticides                 False
adult                      False
percentile                 30.32
peerGroup              Insurance
smallArms                  False
environmentScore            1.23
governancePercentile        None
militaryContract           False]
symbol: TVTY
sector: error
sector: error
Index: SP600
supply trend: 14974563.993948562
risk trend factor: 5.3931495326188665
Empty DataFrame
Columns: []
Index: [TVTY]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	32.279999	31.743907	32.163968	32.58403	31.682698	1.007618	29.667462	33.697934

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
TVTY	0.975728	32.279999	14974563.993949	0.973128	0.524133	0.449983

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [15.049909070314625, 15.049909048123151, 15.049909062801435, 15.049909045269755]
inner cv sdevs: [12.118041622879119, 12.118041607710255, 12.11804164813041, 12.11804160616538]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 15.049909045269755 12.11804160616538
test cv mean error, stdev (10 folds): [16.007741231677706, 12.306086227409386]
sell date: 2022-07-24
expected return: 0.02615669790355043
discounted return: 0.0006006561842453184
quarter return: 1.088666637943265

['options', ('2022-08-19',)]
symbol: MCK
sector: Healthcare
Index: SP500
supply trend: 33946622.76853253
risk trend factor: 4.004949352728542
         beta currentRatio dividendRate dividendYield earningsGrowth  \
MCK  0.663839        0.954         1.88        0.0059         -0.406   

         ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
MCK  3191000064       0.01209  12.411926   2685625088      0.04957   

    grossProfits heldPercentInstitutions              industry    marketCap  \
MCK  13084000000                  0.9152  Medical Distribution  45990576128   

    operatingCashflow operatingMargins payoutRatio pegRatio  \
MCK        4433999872          0.00965      0.2521        1   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MCK                     0.174229       0.00422      0.456        0.02481   

    revenueGrowth revenuePerShare      sector sharesOutstanding shortRatio  \
MCK         0.118        1733.198  Healthcare         145364992       2.18   

      totalCash totalCashPerShare   totalDebt  totalRevenue trailingPE  
MCK  3532000000            24.297  7616999936  263965999104  43.771442  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	313.339996	310.325661	323.309364	336.293067	316.762698	11.943256	292.876186	340.649211

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MCK	0.653279	313.339996	33946622.768533	0.86712	0.998714	0.463166

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [497.8005613278869, 497.80055581748616, 497.8004877140463, 497.8005613050382]
inner cv sdevs: [609.6271233413875, 609.6271252123489, 609.6271693423678, 609.6271242848476]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 497.8004877140463 609.6271693423678
test cv mean error, stdev (10 folds): [535.2436879530869, 627.2065002447416]
sell date: 2022-09-04
expected return: 0.04085115703667034
discounted return: 0.0004711556490613056
quarter return: 1.088666637943265

['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                             Value
2022-5                           
palmOil                     False
controversialWeapons        False
gambling                    False
socialScore                  7.37
nuclear                     False
furLeather                  False
alcoholic                   False
gmo                         False
catholic                    False
socialPercentile             None
peerCount                      58
governanceScore              5.52
environmentPercentile        None
animalTesting               False
tobacco                     False
totalEsg                    15.17
highestControversy              3
esgPerformance         UNDER_PERF
coal                        False
pesticides                  False
adult                       False
percentile                  10.18
peerGroup              Healthcare
smallArms                   False
environmentScore             2.29
governancePercentile         None
militaryContract            False]
symbol: ACC
sector: error
sector: error
Index: SP400
supply trend: 20837020.877458397
risk trend factor: 3.9171880564096475
Empty DataFrame
Columns: []
Index: [ACC]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	64.769997	64.467277	64.776825	65.086373	61.316984	4.33668	52.643624	69.990344

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
ACC	2.984429	64.769997	20837020.877458	0.986823	0.981927	0.416828

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [29.57667355583728, 29.576676123282482, 29.576677183080424, 29.576677162087382]
inner cv sdevs: [40.30145312871269, 40.3014555819967, 40.30145516296983, 40.301455243745366]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 29.57667355583728 40.30145312871269
test cv mean error, stdev (10 folds): [32.00345563403872, 41.49513046924586]
sell date: 2022-07-17
expected return: 0.008892417182464725
discounted return: 0.0002459500318106045
quarter return: 1.088666637943265

['options', ('2022-06-17',)]
symbol: CVX
sector: Energy
Index: SP500
supply trend: 181490743.72163388
risk trend factor: 3.856636911038389
         beta currentRatio debtToEquity dividendRate dividendYield  \
CVX  1.078947        1.433       19.941         5.68        0.0315   

    earningsGrowth       ebitda ebitdaMargins  forwardPE freeCashflow  \
CVX          3.473  38521999360       0.21783  12.431709  21073375232   

    grossMargins grossProfits heldPercentInstitutions              industry  \
CVX      0.40935  66234000000                 0.71587  Oil & Gas Integrated   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
CVX  355886039040       33045999616          0.12219      0.5113      0.6   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
CVX    2.433922                     2.012429       0.11596      1.119   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
CVX        0.05505         0.1469         0.683          92.025  Energy   

    sharesOutstanding shortRatio    totalCash totalCashPerShare    totalDebt  \
CVX        1964809984       2.03  11704000512             5.957  29333000192   

     totalRevenue trailingPE  
CVX  176843997184    17.0187  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	175.399994	164.142905	173.680233	183.21756	166.649167	6.846673	152.95582	180.342513

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CVX	1.209596	175.399994	181490743.721634	0.940293	0.97985	0.498334

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [128.61405931947144, 128.6140594139103, 128.61405928960502, 128.61405920732676]
inner cv sdevs: [101.65677245357666, 101.65677242384314, 101.6567722318635, 101.65677211829488]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 128.61405920732676 101.65677211829488
test cv mean error, stdev (10 folds): [140.85506710188815, 98.58622802505364]
sell date: 2022-08-28
expected return: 0.05622154534596175
discounted return: 0.0007015018349525448
quarter return: 1.088666637943265

['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          10.63
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       9.95
environmentPercentile                 None
animalTesting                         True
tobacco                              False
totalEsg                                43
highestControversy                       3
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           92.22
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     22.42
governancePercentile                  None
militaryContract                     False]
symbol: EQT
sector: Energy
Index: SP400
supply trend: 137472571.69969743
risk trend factor: 3.747308089815218
         beta currentRatio debtToEquity dividendRate dividendYield  \
EQT  1.156862        0.398       61.543          0.5        0.0133   

          ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
EQT  -1089323008      -0.13465  21.603603   2408109568        0.734   

    grossProfits heldPercentInstitutions       industry    marketCap  \
EQT   4672261000                 1.00436  Oil & Gas E&P  18126721024   

    operatingCashflow operatingMargins pegRatio priceToBook  \
EQT        2283751936          -0.3565     0.27    2.196373   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
EQT                     2.240665      -0.32564      0.162       -0.09046   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
EQT        -0.3018         1.206          23.313  Energy         377955008   

    shortRatio totalCash totalCashPerShare   totalDebt totalRevenue  
EQT          2  16913000             0.046  5050277888   8089885184  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	47.959999	37.159954	45.132857	53.10576	39.467778	6.586657	26.294463	52.641093

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
EQT	1.217357	47.959999	137472571.699697	0.938581	0.932879	0.501911

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [30.97478336736596, 30.974783211447075, 30.974783336226345, 30.97478339092596]
inner cv sdevs: [53.63461723189105, 53.63461698288287, 53.63461703477288, 53.63461701413843]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 30.974783211447075 53.63461698288287
test cv mean error, stdev (10 folds): [33.98771102918531, 55.357784620262144]
sell date: 2022-09-11
expected return: 0.12306220461903956
discounted return: 0.0012623076240350084
quarter return: 1.088666637943265

['quarterly_balance_sheet',                              2022-03-31    2021-12-31    2021-09-30  \
Total Liab                 1.360858e+10  1.156162e+10  1.475200e+10   
Total Stockholder Equity   8.188673e+09  1.002953e+10  8.248460e+09   
Minority Interest          1.736000e+07  1.623600e+07  1.126500e+07   
Other Current Liab         5.695198e+09  2.471048e+09  6.032718e+09   
Total Assets               2.181461e+10  2.160739e+10  2.301172e+10   
Common Stock               9.921348e+09  1.016796e+10  1.018065e+10   
Other Current Assets       1.304109e+09  6.911100e+08  1.428073e+09   
Retained Earnings         -1.725279e+09 -1.157790e+08 -1.908833e+09   
Other Liab                 1.446828e+09  1.926612e+09  1.346475e+09   
Treasury Stock            -7.396000e+06 -2.265700e+07 -2.335900e+07   
Other Assets               4.927920e+08  8.756020e+08  8.897110e+08   
Cash                       1.691300e+07  1.139630e+08  2.279200e+07   
Total Current Liabilities  7.605287e+09  5.080171e+09  7.228353e+09   
Short Long Term Debt       4.938150e+08  9.549000e+08  1.244100e+07   
Other Stockholder Equity  -4.548000e+06 -4.611000e+06 -5.157000e+06   
Property Plant Equipment   1.829589e+10  1.844502e+10  1.878111e+10   
Total Current Assets       3.025930e+09  2.286766e+09  3.340899e+09   
Net Tangible Assets        8.188673e+09  1.002953e+10  8.248460e+09   
Net Receivables            1.212596e+09  1.438031e+09  1.132364e+09   
Long Term Debt             4.556463e+09  4.530102e+09  6.177167e+09   
Accounts Payable           1.416274e+09  1.339251e+09  1.183194e+09   

                             2021-06-30  
Total Liab                 1.068284e+10  
Total Stockholder Equity   8.291758e+09  
Minority Interest          1.066400e+07  
Other Current Liab         2.459368e+09  
Total Assets               1.898526e+10  
Common Stock               8.245752e+09  
Other Current Assets       6.488550e+08  
Retained Earnings          7.128400e+07  
Other Liab                 1.907015e+09  
Treasury Stock            -2.527800e+07  
Other Assets               9.975310e+08  
Cash                       3.307700e+08  
Total Current Liabilities  3.679201e+09  
Short Long Term Debt       3.996990e+08  
Other Stockholder Equity  -5.194000e+06  
Property Plant Equipment   1.581907e+10  
Total Current Assets       2.168655e+09  
Net Tangible Assets        8.291758e+09  
Net Receivables            6.515680e+08  
Long Term Debt             5.096619e+09  
Accounts Payable           8.201340e+08  ]
['quarterly_cashflow',                                              2022-03-31    2021-12-31  \
Change To Liabilities                      5.286700e+07  1.804790e+08   
Total Cashflows From Investing Activities -2.911720e+08 -3.578840e+08   
Net Borrowings                            -5.441740e+08 -7.123310e+08   
Total Cash From Financing Activities      -8.270970e+08 -7.218910e+08   
Change To Operating Activities            -1.461280e+08  5.418350e+08   
Issuance Of Stock                          1.214000e+06  1.214000e+06   
Net Income                                -1.516048e+09  1.801333e+09   
Change In Cash                            -9.705000e+07  9.117100e+07   
Repurchase Of Stock                       -2.301390e+08 -1.296200e+07   
Total Cash From Operating Activities       1.021219e+09  1.170946e+09   
Depreciation                               4.352770e+08  5.105630e+08   
Other Cashflows From Investing Activities -1.490000e+05 -2.778600e+07   
Dividends Paid                            -4.706300e+07 -4.706300e+07   
Change To Account Receivables              2.259680e+08 -2.955500e+08   
Other Cashflows From Financing Activities -6.935000e+06  3.402000e+06   
Change To Netincome                        1.969283e+09 -1.570860e+09   
Capital Expenditures                      -2.922810e+08 -3.481900e+08   
Investments                                         NaN  2.436900e+07   

                                             2021-09-30   2021-06-30  
Change To Liabilities                      1.653180e+08   -5541000.0  
Total Cashflows From Investing Activities -1.039960e+09 -426988000.0  
Net Borrowings                             6.856860e+08  698705000.0  
Total Cash From Financing Activities       6.838740e+08  673609000.0  
Change To Operating Activities            -2.052750e+08 -360908000.0  
Issuance Of Stock                          1.214000e+06    1214000.0  
Net Income                                -1.980117e+09 -936457000.0  
Change In Cash                            -3.079780e+08  290100000.0  
Repurchase Of Stock                       -1.122000e+06     -51000.0  
Total Cash From Operating Activities       4.810800e+07   43479000.0  
Depreciation                               4.528740e+08  391417000.0  
Other Cashflows From Investing Activities  8.465000e+06    1758000.0  
Dividends Paid                            -4.706300e+07  -47063000.0  
Change To Account Receivables             -3.048780e+08   13335000.0  
Other Cashflows From Financing Activities -6.900000e+05  -25045000.0  
Change To Netincome                        1.923332e+09  941633000.0  
Capital Expenditures                      -2.366790e+08 -218982000.0  
Investments                                2.436900e+07   24369000.0  ]
['quarterly_earnings',             Revenue    Earnings
Quarter                        
2Q2021   1063417000  -936457000
3Q2021   1766717000 -1980117000
4Q2021   2792407000  1801333000
1Q2022   2467344000 -1516048000]
['quarterly_financials',                                           2022-03-31    2021-12-31  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                      -1980280000.0  2393634000.0   
Minority Interest                         17360000.0    16236000.0   
Net Income                             -1516048000.0  1801333000.0   
Selling General Administrative            69096000.0    52343000.0   
Gross Profit                            1911411000.0  2213006000.0   
Ebit                                   -1859484000.0  2753035000.0   
Operating Income                       -1859484000.0  2753035000.0   
Other Operating Expenses                3278929000.0 -1069974000.0   
Interest Expense                         -67902000.0   -76469000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                      -465697000.0   591080000.0   
Total Revenue                           2467344000.0  2792407000.0   
Total Operating Expenses                4326828000.0    39372000.0   
Cost Of Revenue                          555933000.0   579401000.0   
Total Other Income Expense Net          -120796000.0  -359401000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops         -1514583000.0  1802554000.0   
Net Income Applicable To Common Shares -1516048000.0  1801333000.0   

                                          2021-09-30    2021-06-30  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                      -2642431000.0 -1284365000.0  
Minority Interest                         11265000.0    10664000.0  
Net Income                             -1980117000.0  -936457000.0  
Selling General Administrative            49113000.0    49853000.0  
Gross Profit                            1239679000.0   573854000.0  
Ebit                                   -2568808000.0 -1208823000.0  
Operating Income                       -2568808000.0 -1208823000.0  
Other Operating Expenses                3296003000.0  1350757000.0  
Interest Expense                         -80349000.0   -76986000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                      -662915000.0  -347846000.0  
Total Revenue                           1766717000.0  1063417000.0  
Total Operating Expenses                4335525000.0  2272240000.0  
Cost Of Revenue                          527038000.0   489563000.0  
Total Other Income Expense Net           -73623000.0   -75542000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops         -1979516000.0  -936519000.0  
Net Income Applicable To Common Shares -1980117000.0  -936457000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  10743775    2021-12-30   
1                      Vanguard Small-Cap Index Fund   9517470    2021-12-30   
2                        iShares Core S&P Midcap ETF   8386370    2022-01-30   
3                     Fidelity Low-Priced Stock Fund   7654281    2022-02-27   
4                  Price (T.Rowe) Mid-Cap Value Fund   6376041    2021-12-30   
5                Vanguard Small Cap Value Index Fund   6033276    2021-12-30   
6                     Blackrock Equity Dividend Fund   4987579    2022-01-30   
7                   BlackRock Global Allocation Fund   4799848    2022-01-30   
8                        Fidelity Mid-Cap Stock Fund   4651596    2022-02-27   
9  SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp...   4286671    2022-01-30   

    % Out      Value  
0  0.0291  234321732  
1  0.0258  207576020  
2  0.0227  178210362  
3  0.0207  177120062  
4  0.0173  139061454  
5  0.0163  131585749  
6  0.0135  105986053  
7  0.0130  101996770  
8  0.0126  107637931  
9  0.0116   91091758  ]
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          10.21
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       7.64
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             37.38
highestControversy                       1
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           83.58
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     19.53
governancePercentile                     0
militaryContract                     False]
symbol: LNTH
sector: Healthcare
Index: SP600
supply trend: 10889615.279878972
risk trend factor: 3.5409330254651064
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
LNTH  0.750453        1.828       36.846          3.692  108329000   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
LNTH       0.20002  21.648647     77142872      0.50913    187695000   

     heldPercentInstitutions                industry   marketCap  \
LNTH                 1.01214  Diagnostics & Research  4947831808   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
LNTH          54362000          0.11518           0     0.63    9.582613   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
LNTH                     9.135937      -0.06892      1.563        0.04389   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
LNTH       -0.07151         1.258           7.998  Healthcare   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
LNTH          68634096          2  105355000             1.535  190072992   

     totalRevenue  
LNTH    541579008  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	63.849998	59.745909	66.695412	73.644916	61.080317	5.710885	49.658547	72.502087

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
LNTH	2.300963	63.849998	10889615.279879	0.843029	0.990883	0.532857

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [31.933175214722727, 31.93317520469874, 31.933175389280596, 31.933175194142244]
inner cv sdevs: [51.052178099857336, 51.05217809057092, 51.05217809042164, 51.05217809426761]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 31.933175194142244 51.05217809426761
test cv mean error, stdev (10 folds): [33.7692820991457, 53.19655254585877]
sell date: 2022-09-11
expected return: 0.3110417649649527
discounted return: 0.0029480550535534444
quarter return: 1.088666637943265

['options', ('2022-07-15',)]
symbol: SWX
sector: Utilities
Index: SP400
supply trend: 7059509.30408472
risk trend factor: 3.5300741485196108
         beta currentRatio debtToEquity dividendRate dividendYield  \
SWX  0.108035        0.778      174.475         2.48        0.0263   

    earningsGrowth     ebitda ebitdaMargins  forwardPE freeCashflow  \
SWX         -0.222  786628992       0.19366  19.052631   -470833120   

    grossMargins grossProfits heldPercentInstitutions  \
SWX      0.21709    853431000                 0.89023   

                    industry   marketCap operatingCashflow operatingMargins  \
SWX  Utilities—Regulated Gas  6292110336         350460000          0.09512   

    payoutRatio pegRatio priceToBook priceToSalesTrailing12Months  \
SWX      0.8123     5.02    1.803307                     1.549036   

    profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth  \
SWX       0.04423      0.551        0.02178        0.05621         0.431   

    revenuePerShare     sector sharesOutstanding shortRatio  totalCash  \
SWX          67.779  Utilities          66852000       1.78  624665984   

    totalCashPerShare   totalDebt totalRevenue trailingPE  
SWX             9.344  6324827136   4061953024   31.40474  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	91.889999	91.063144	92.741905	94.420666	86.342857	6.301906	73.739044	98.94667

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SWX	1.47625	91.889999	7059509.304085	0.903418	0.284442	0.398907

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [33.735611469194424, 33.73561159418416, 33.73561156662394, 33.73561159418415]
inner cv sdevs: [28.40040094174447, 28.40040120064368, 28.40040121769575, 28.40040120064368]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 33.735611469194424 28.40040094174447
test cv mean error, stdev (10 folds): [35.08856458842025, 29.446659702791415]
sell date: 2022-08-14
expected return: 0.027545572757377436
discounted return: 0.0004246685751354562
quarter return: 1.088666637943265

['options', ('2022-07-15',)]
symbol: MPC
sector: Energy
Index: SP500
supply trend: 132481329.19818456
risk trend factor: 3.5134226610249177
         beta currentRatio debtToEquity dividendRate dividendYield  \
MPC  1.910294        1.704       80.117         2.32        0.0242   

    earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
MPC          1.917  7120999936       0.05912  25.672987  16415250432   

    grossMargins grossProfits heldPercentInstitutions  \
MPC       0.0867  10443000000                 0.82037   

                           industry    marketCap operatingCashflow  \
MPC  Oil & Gas Refining & Marketing  66692796416        4360000000   

    operatingMargins payoutRatio pegRatio priceToBook  \
MPC          0.03119      0.5472     0.55     2.38288   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MPC                     0.553692       0.08085      1.222        0.02754   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
MPC        0.08003         0.967         189.986  Energy         615587968   

    shortRatio    totalCash totalCashPerShare    totalDebt  totalRevenue  \
MPC       2.92  10839000064            19.177  26904000512  120450998272   

    trailingPE  
MPC   7.604941  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	108.339996	89.236784	101.560094	113.883404	90.742918	9.631609	71.4797	110.006136

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MPC	0.997729	108.339996	132481329.198185	0.931541	0.991702	0.523957

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [83.48401503836514, 83.48401491889295, 83.4840136963219, 83.4840149654828]
inner cv sdevs: [116.67724779837268, 116.67724791072474, 116.67724802786846, 116.6772483466856]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 83.4840136963219 116.67724802786846
test cv mean error, stdev (10 folds): [80.78367484793935, 122.04395972630111]
sell date: 2022-08-28
expected return: 0.03807236129783712
discounted return: 0.00047915956216870725
quarter return: 1.088666637943265

['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   3.326200e+10  3.325600e+10  3.323800e+10   
Total Liab                        5.179200e+10  5.333600e+10  5.760700e+10   
Total Stockholder Equity          2.620600e+10  2.828000e+10  2.892100e+10   
Minority Interest                 7.375000e+09  7.684000e+09  7.772000e+09   
Other Current Liab                2.278000e+09  3.377000e+09  6.148000e+09   
Total Assets                      8.537300e+10  8.930000e+10  9.430000e+10   
Common Stock                      1.000000e+07  1.000000e+07  1.000000e+07   
Other Current Assets              5.680000e+08  5.850000e+08  5.850000e+08   
Retained Earnings                 1.290500e+10  1.248400e+10  1.216000e+10   
Other Liab                        7.999000e+09  8.193000e+09  8.825000e+09   
Good Will                         8.256000e+09  8.256000e+09  8.256000e+09   
Treasury Stock                   -1.997100e+10 -1.747000e+10 -1.648700e+10   
Other Assets                      2.400000e+09  2.463000e+09  2.532000e+09   
Cash                              5.291000e+09  5.874000e+09  1.183900e+10   
Total Current Liabilities         1.789800e+10  1.689800e+10  1.951200e+10   
Deferred Long Term Asset Charges  2.000000e+06           NaN           NaN   
Short Long Term Debt              4.980000e+08  7.300000e+07  7.000000e+07   
Other Stockholder Equity         -6.700000e+07 -3.440000e+08 -3.400000e+08   
Property Plant Equipment          3.881200e+10  3.905400e+10  3.949600e+10   
Total Current Assets              3.049600e+10  3.414300e+10  3.859200e+10   
Long Term Investments             5.409000e+09  5.384000e+09  5.424000e+09   
Net Tangible Assets               1.795000e+10  2.002400e+10  2.066500e+10   
Short Term Investments            5.548000e+09  7.352000e+09  5.418000e+09   
Net Receivables                   1.103400e+10  1.112100e+10  1.187100e+10   
Long Term Debt                    2.444300e+10  2.665500e+10  2.763900e+10   
Inventory                         8.055000e+09  9.211000e+09  8.879000e+09   
Accounts Payable                  1.370000e+10  1.219600e+10  1.217000e+10   

                                    2021-03-31  
Capital Surplus                   3.322200e+10  
Total Liab                        5.717200e+10  
Total Stockholder Equity          2.159200e+10  
Minority Interest                 7.887000e+09  
Other Current Liab                3.370000e+09  
Total Assets                      8.665100e+10  
Common Stock                      1.000000e+07  
Other Current Assets              1.176200e+10  
Retained Earnings                 4.029000e+09  
Other Liab                        9.386000e+09  
Good Will                         8.256000e+09  
Treasury Stock                   -1.566900e+10  
Other Assets                      2.594000e+09  
Cash                              6.240000e+08  
Total Current Liabilities         1.608500e+10  
Deferred Long Term Asset Charges           NaN  
Short Long Term Debt              6.900000e+07  
Other Stockholder Equity         -5.110000e+08  
Property Plant Equipment          4.000500e+10  
Total Current Assets              3.036100e+10  
Long Term Investments             5.435000e+09  
Net Tangible Assets               1.333600e+10  
Short Term Investments                     NaN  
Net Receivables                   9.568000e+09  
Long Term Debt                    3.006100e+10  
Inventory                         8.407000e+09  
Accounts Payable                  9.953000e+09  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                                1.742000e+09 -1.934000e+09   
Change To Liabilities                      1.590000e+09  1.930000e+08   
Total Cashflows From Investing Activities  1.448000e+09 -2.054000e+09   
Net Borrowings                            -1.951000e+09 -1.018000e+09   
Total Cash From Financing Activities      -5.703000e+09 -2.762000e+09   
Change To Operating Activities            -2.000000e+06  1.000000e+06   
Issuance Of Stock                          3.500000e+07  1.800000e+07   
Net Income                                 7.740000e+08  6.940000e+08   
Change In Cash                            -5.810000e+08 -5.964000e+09   
Repurchase Of Stock                       -2.742000e+09 -9.280000e+08   
Total Cash From Operating Activities       3.674000e+09 -1.148000e+09   
Depreciation                               8.130000e+08  8.360000e+08   
Other Cashflows From Investing Activities  1.320000e+08  2.400000e+08   
Dividends Paid                            -3.540000e+08 -3.700000e+08   
Change To Inventory                        1.173000e+09 -3.260000e+08   
Change To Account Receivables             -1.534000e+09  1.820000e+08   
Other Cashflows From Financing Activities -6.910000e+08 -4.640000e+08   
Change To Netincome                        8.400000e+08 -2.746000e+09   
Capital Expenditures                      -4.810000e+08 -3.770000e+08   

                                             2021-06-30    2021-03-31  
Investments                               -5.477000e+09 -5.000000e+07  
Change To Liabilities                      2.656000e+09  1.821000e+09  
Total Cashflows From Investing Activities  1.567000e+10 -2.670000e+08  
Net Borrowings                            -4.169000e+09  8.650000e+08  
Total Cash From Financing Activities      -5.970000e+09  1.600000e+07  
Change To Operating Activities            -1.000000e+06  5.000000e+06  
Issuance Of Stock                          3.000000e+07  2.300000e+07  
Net Income                                 8.512000e+09 -2.420000e+08  
Change In Cash                             1.108000e+10  2.030000e+08  
Repurchase Of Stock                       -9.840000e+08 -9.840000e+08  
Total Cash From Operating Activities       1.380000e+09  4.540000e+08  
Depreciation                               8.710000e+08  8.440000e+08  
Other Cashflows From Investing Activities  2.144400e+10  1.100000e+07  
Dividends Paid                            -3.810000e+08 -3.790000e+08  
Change To Inventory                       -4.720000e+08 -4.080000e+08  
Change To Account Receivables             -2.224000e+09 -1.723000e+09  
Other Cashflows From Financing Activities -4.660000e+08 -4.930000e+08  
Change To Netincome                       -7.981000e+09  1.350000e+08  
Capital Expenditures                      -3.020000e+08 -3.040000e+08  ]
['quarterly_earnings',              Revenue    Earnings
Quarter                         
1Q2021   22788000000  -242000000
2Q2021   29734000000  8512000000
3Q2021   32491000000   694000000
4Q2021   35438000000   774000000]
['quarterly_financials',                                            2021-12-31     2021-09-30  \
Research Development                             None           None   
Effect Of Accounting Charges                     None           None   
Income Before Tax                        1348000000.0   1012000000.0   
Minority Interest                        7375000000.0   7684000000.0   
Net Income                                774000000.0    694000000.0   
Selling General Administrative            654000000.0    691000000.0   
Gross Profit                             3254000000.0   2928000000.0   
Ebit                                     1610000000.0   1208000000.0   
Operating Income                         1610000000.0   1208000000.0   
Other Operating Expenses                  177000000.0    193000000.0   
Interest Expense                         -302000000.0   -313000000.0   
Extraordinary Items                              None           None   
Non Recurring                                    None           None   
Other Items                                      None           None   
Income Tax Expense                        243000000.0    -18000000.0   
Total Revenue                           35438000000.0  32491000000.0   
Total Operating Expenses                33828000000.0  31283000000.0   
Cost Of Revenue                         32184000000.0  29563000000.0   
Total Other Income Expense Net           -262000000.0   -196000000.0   
Discontinued Operations                           NaN            NaN   
Net Income From Continuing Ops           1105000000.0   1030000000.0   
Net Income Applicable To Common Shares    772000000.0    694000000.0   

                                           2021-06-30     2021-03-31  
Research Development                             None           None  
Effect Of Accounting Charges                     None           None  
Income Before Tax                         593000000.0   -136000000.0  
Minority Interest                        7772000000.0   7887000000.0  
Net Income                               8512000000.0   -242000000.0  
Selling General Administrative            681000000.0    575000000.0  
Gross Profit                             2557000000.0   1704000000.0  
Ebit                                      816000000.0    123000000.0  
Operating Income                          816000000.0    123000000.0  
Other Operating Expenses                  189000000.0    162000000.0  
Interest Expense                         -318000000.0   -334000000.0  
Extraordinary Items                              None           None  
Non Recurring                                    None           None  
Other Items                                      None           None  
Income Tax Expense                          5000000.0     34000000.0  
Total Revenue                           29734000000.0  22788000000.0  
Total Operating Expenses                28918000000.0  22665000000.0  
Cost Of Revenue                         27177000000.0  21084000000.0  
Total Other Income Expense Net           -223000000.0   -259000000.0  
Discontinued Operations                  8214000000.0    234000000.0  
Net Income From Continuing Ops            588000000.0   -170000000.0  
Net Income Applicable To Common Shares   8512000000.0   -242000000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0              Select Sector SPDR Fund-Energy Select  18103056    2022-01-30   
1             Vanguard Total Stock Market Index Fund  17494854    2021-12-30   
2                            Vanguard 500 Index Fund  13037019    2021-12-30   
3                        Vanguard Mid-Cap Index Fund   6960433    2021-12-30   
4                             SPDR S&P 500 ETF Trust   6540311    2022-01-30   
5                            Fidelity 500 Index Fund   6304109    2022-02-27   
6                           iShares Core S&P 500 ETF   5120813    2022-01-30   
7                    Vanguard Index-Value Index Fund   4704115    2021-12-30   
8  Vanguard Institutional Index Fund-Institutiona...   4638261    2021-12-30   
9                        iShares Select Dividend ETF   4127022    2022-01-30   

    % Out       Value  
0  0.0335  1298894268  
1  0.0323  1119495707  
2  0.0241   834238845  
3  0.0129   445398107  
4  0.0121   469267314  
5  0.0117   490900967  
6  0.0095   367418332  
7  0.0087   301016318  
8  0.0086   296802321  
9  0.0076   296113828  ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                       Value
2022-5                                     
palmOil                               False
controversialWeapons                  False
gambling                              False
socialScore                            7.01
nuclear                               False
furLeather                            False
alcoholic                             False
gmo                                   False
catholic                              False
socialPercentile                          0
peerCount                                39
governanceScore                        5.87
environmentPercentile                     0
animalTesting                         False
tobacco                               False
totalEsg                              28.78
highestControversy                        3
esgPerformance                         None
coal                                  False
pesticides                            False
adult                                 False
percentile                            57.14
peerGroup              Refiners & Pipelines
smallArms                             False
environmentScore                      15.91
governancePercentile                      0
militaryContract                      False]
symbol: MUSA
sector: Consumer Cyclical
Index: SP400
supply trend: 7365132.299546142
risk trend factor: 3.503539798547629
          beta currentRatio debtToEquity dividendRate dividendYield  \
MUSA  0.820982        1.083      283.285         1.24         0.005   

     earningsGrowth     ebitda ebitdaMargins  forwardPE freeCashflow  \
MUSA          2.025  950200000       0.05637  19.691177    451787488   

     grossMargins grossProfits heldPercentInstitutions          industry  \
MUSA      0.07071   1064700000                 0.86324  Specialty Retail   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MUSA  6157129216         846800000          0.04334      0.0569     3.33   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MUSA    7.779171                     0.365287       0.02931      0.733   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
MUSA        0.11155        0.62846         0.501         658.653   

                 sector sharesOutstanding shortRatio  totalCash  \
MUSA  Consumer Cyclical          24201600        4.6  356200000   

     totalCashPerShare   totalDebt totalRevenue trailingPE  
MUSA            14.718  2242200064  16855600128  13.386478  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	237.960007	234.45771	245.340318	256.222926	227.287143	21.941358	183.404427	271.169859

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MUSA	1.023661	237.960007	7365132.299546	0.839578	0.99617	0.410367

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [686.9549082753548, 686.9548967640432, 686.9549028845631, 686.9549102028124]
inner cv sdevs: [881.8571583739914, 881.8571501744585, 881.8571426927148, 881.8571571956026]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 686.9548967640432 881.8571501744585
test cv mean error, stdev (10 folds): [665.0229268952188, 922.0347570322043]
sell date: 2022-08-14
expected return: 0.08993865023834105
discounted return: 0.001346552827847125
quarter return: 1.088666637943265

['options', ('2022-07-15', '2022-11-18')]
symbol: SJI
sector: Utilities
Index: SP600
supply trend: 18167782.072617248
risk trend factor: 3.390475619569739
         beta currentRatio debtToEquity dividendRate dividendYield     ebitda  \
SJI  0.767156        0.669      180.745         1.24        0.0371  563539008   

    ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
SJI        0.2829  20.39521   -181286880      0.24213    482333000   

    heldPercentInstitutions               industry   marketCap  \
SJI                 0.85604  Utilities—Diversified  3829979136   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
SJI         273112992          0.17665      1.9758     3.88    2.094454   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
SJI                     1.922684       0.04422      0.438        0.03142   

    returnOnEquity revenuePerShare     sector sharesOutstanding shortRatio  \
SJI        0.04828           18.23  Utilities         112448000       3.26   

    totalCash totalCashPerShare   totalDebt totalRevenue trailingPE  
SJI  28754000             0.245  3613896960   1991996032  48.587734  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	34.060001	33.346404	34.247778	35.149152	34.300159	0.35026	33.599639	35.000679

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SJI	1.10309	34.060001	18167782.072617	0.92623	0.165217	0.413386

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [10.27849877763667, 10.278498498830599, 10.278499126524398, 10.278498619665013]
inner cv sdevs: [11.103732442546214, 11.103732070350679, 11.103732279842928, 11.1037324153775]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 10.278498498830599 11.103732070350679
test cv mean error, stdev (10 folds): [11.107989516711722, 11.31607511556267]
sell date: 2022-09-11
expected return: 0.07276068921724005
discounted return: 0.0007637198459640171
quarter return: 1.088666637943265

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Intangible Assets          1.404300e+07  1.473100e+07  1.611800e+07   
Capital Surplus            1.559060e+09  1.463655e+09  1.462322e+09   
Total Liab                 5.309231e+09  5.187967e+09  4.938285e+09   
Total Stockholder Equity   1.989152e+09  1.828587e+09  1.887399e+09   
Minority Interest          1.028900e+07  7.457000e+06  7.425000e+06   
Deferred Long Term Liab    6.724160e+08  6.694870e+08  6.701760e+08   
Other Current Liab         1.596050e+08  2.273930e+08  1.760970e+08   
Total Assets               7.308672e+09  7.024011e+09  6.833109e+09   
Common Stock               1.466750e+08  1.405610e+08  1.405570e+08   
Other Current Assets       9.504100e+07  1.416900e+08  8.351100e+07   
Retained Earnings          3.104330e+08  2.628420e+08  3.229880e+08   
Other Liab                 1.141049e+09  1.165851e+09  1.163466e+09   
Good Will                  7.069600e+08  7.069600e+08  7.069600e+08   
Treasury Stock            -2.701600e+07 -3.847100e+07 -3.846800e+07   
Other Assets               9.811060e+08  9.530460e+08  9.168080e+08   
Cash                       2.875400e+07  2.541500e+07  8.789900e+07   
Total Current Liabilities  9.556820e+08  8.187800e+08  5.896010e+08   
Short Long Term Debt       6.663900e+07  6.663600e+07  9.155500e+07   
Other Stockholder Equity  -2.672900e+07 -3.819100e+07 -3.820000e+07   
Property Plant Equipment   4.929055e+09  4.741429e+09  4.633664e+09   
Total Current Assets       6.389620e+08  5.716560e+08  5.270180e+08   
Long Term Investments      3.854600e+07  3.618900e+07  3.254100e+07   
Net Tangible Assets        1.268149e+09  1.106896e+09  1.164321e+09   
Net Receivables            3.951240e+08  2.603440e+08  2.495690e+08   
Long Term Debt             3.190808e+09  3.197736e+09  3.182118e+09   
Inventory                  6.079700e+07  6.639100e+07  4.158000e+07   
Accounts Payable           3.301640e+08  3.009550e+08  2.261080e+08   

                             2021-03-31  
Intangible Assets          1.570100e+07  
Capital Surplus            1.193552e+09  
Total Liab                 4.971266e+09  
Total Stockholder Equity   1.737118e+09  
Minority Interest          6.124000e+06  
Deferred Long Term Liab    6.507100e+08  
Other Current Liab         1.368470e+08  
Total Assets               6.714508e+09  
Common Stock               1.282150e+08  
Other Current Assets       3.854100e+07  
Retained Earnings          4.538230e+08  
Other Liab                 1.148234e+09  
Good Will                  7.069600e+08  
Treasury Stock            -3.847200e+07  
Other Assets               8.649660e+08  
Cash                       3.038600e+07  
Total Current Liabilities  7.526990e+08  
Short Long Term Debt       1.433030e+08  
Other Stockholder Equity  -3.820800e+07  
Property Plant Equipment   4.524998e+09  
Total Current Assets       4.889150e+08  
Long Term Investments      1.129680e+08  
Net Tangible Assets        1.014457e+09  
Net Receivables            3.626680e+08  
Long Term Debt             3.067233e+09  
Inventory                  2.054900e+07  
Accounts Payable           2.180780e+08  ]
['quarterly_cashflow',                                            2021-12-31   2021-09-30  \
Net Income                                        0.0  -26130000.0   
Change To Liabilities                             0.0          0.0   
Investments                                       NaN  -22044000.0   
Total Cashflows From Investing Activities         NaN -164851000.0   
Net Borrowings                                    NaN  107800000.0   
Total Cash From Financing Activities              NaN   70091000.0   
Change In Cash                                    NaN  -62484000.0   
Total Cash From Operating Activities              NaN   32276000.0   
Depreciation                                      NaN   48089000.0   
Other Cashflows From Investing Activities         NaN   -1418000.0   
Dividends Paid                                    NaN  -34007000.0   
Other Cashflows From Financing Activities         NaN   -3702000.0   
Change To Netincome                               NaN   10317000.0   
Capital Expenditures                              NaN -141378000.0   
Issuance Of Stock                                 NaN          NaN   

                                            2021-06-30   2021-03-31  
Net Income                                 -96828000.0  128598000.0  
Change To Liabilities                              0.0          0.0  
Investments                                -17530000.0    -196000.0  
Total Cashflows From Investing Activities -156992000.0 -112328000.0  
Net Borrowings                             -84100000.0 -127600000.0  
Total Cash From Financing Activities       169869000.0  -96098000.0  
Change In Cash                              56065000.0   -9963000.0  
Total Cash From Operating Activities        43188000.0  198463000.0  
Depreciation                                49180000.0   54440000.0  
Other Cashflows From Investing Activities    1968000.0   -6752000.0  
Dividends Paid                             -30453000.0  -30453000.0  
Other Cashflows From Financing Activities   -3078000.0  -10770000.0  
Change To Netincome                         90836000.0   15425000.0  
Capital Expenditures                      -126758000.0 -105380000.0  
Issuance Of Stock                          287500000.0   42272000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
1Q2021   674300000  128598000
2Q2021   311828000  -96828000
3Q2021   365631000  -26130000
4Q2021           0          0]
['quarterly_financials',                                         2021-12-31   2021-09-30   2021-06-30  \
Research Development                          None         None         None   
Effect Of Accounting Charges                  None         None         None   
Income Before Tax                              NaN  -37557000.0 -101362000.0   
Minority Interest                       10289000.0    7457000.0    7425000.0   
Net Income                                     0.0  -26130000.0  -96828000.0   
Selling General Administrative                None         None         None   
Gross Profit                                   0.0   16068000.0   47452000.0   
Ebit                                           0.0   -8973000.0   11609000.0   
Operating Income                               NaN   -8973000.0   11609000.0   
Other Operating Expenses                       NaN   -8040000.0    2812000.0   
Interest Expense                               NaN  -31468000.0  -31185000.0   
Extraordinary Items                           None         None         None   
Non Recurring                                 None         None         None   
Other Items                                   None         None         None   
Income Tax Expense                             0.0  -11727000.0   -4702000.0   
Total Revenue                                  0.0  365631000.0  311828000.0   
Total Operating Expenses                       0.0  374604000.0  300219000.0   
Cost Of Revenue                                0.0  349563000.0  264376000.0   
Total Other Income Expense Net                 0.0  -28584000.0 -112971000.0   
Discontinued Operations                        NaN    -127000.0     -80000.0   
Net Income From Continuing Ops                 NaN  -25830000.0  -96660000.0   
Net Income Applicable To Common Shares         NaN  -26130000.0  -96828000.0   

                                         2021-03-31  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                       170567000.0  
Minority Interest                         6124000.0  
Net Income                              128598000.0  
Selling General Administrative                 None  
Gross Profit                            232623000.0  
Ebit                                    196828000.0  
Operating Income                        196828000.0  
Other Operating Expenses                  3983000.0  
Interest Expense                        -31459000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                       41769000.0  
Total Revenue                           674300000.0  
Total Operating Expenses                477472000.0  
Cost Of Revenue                         441677000.0  
Total Other Income Expense Net          -26261000.0  
Discontinued Operations                    -71000.0  
Net Income From Continuing Ops          128798000.0  
Net Income Applicable To Common Shares  128598000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0     SPDR (R) Ser Tr- SPDR (R) S&P (R) Dividend ETF  11551756    2022-01-30   
1                      iShares Core S&P Smallcap ETF   7909776    2022-01-30   
2             Vanguard Total Stock Market Index Fund   3185871    2021-12-30   
3                      Vanguard Small-Cap Index Fund   2832115    2021-12-30   
4                           iShares Russell 2000 ETF   2351525    2022-01-30   
5  SSgA SPDR ETFS Europe I-SPDR S&P US Dividend A...   2037036    2022-02-27   
6  SSgA SPDR ETFS Europe I-SPDR S&P U.S. Div Aris...   2037036    2022-02-27   
7                 iShares S&P Smallcap 600 Value ETF   1870014    2022-01-30   
8                Vanguard Small Cap Value Index Fund   1795423    2021-12-30   
9  Delaware Group Equity Funds V-Small Cap Value ...   1632000    2022-02-27   

    % Out      Value  
0  0.0944  289024935  
1  0.0646  197902595  
2  0.0260   83214950  
3  0.0231   73974843  
4  0.0192   58835155  
5  0.0166   69116631  
6  0.0166   69116631  
7  0.0153   46787750  
8  0.0147   46896448  
9  0.0133   55373760  ]
['options', ('2022-07-15',)]
symbol: XOM
sector: Energy
Index: SP500
supply trend: 399482859.5310136
risk trend factor: 3.314307263718105
         beta currentRatio debtToEquity dividendRate dividendYield  \
XOM  1.040834        1.072       26.929         3.52        0.0341   

    earningsGrowth       ebitda ebitdaMargins  forwardPE freeCashflow  \
XOM          1.003  53895000064       0.17427  11.818078  31484874752   

    grossMargins grossProfits heldPercentInstitutions              industry  \
XOM      0.31806  90045000000                 0.56852  Oil & Gas Integrated   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
XOM  440658558976       53653000192          0.10859      0.5804     0.36   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
XOM    2.603749                     1.424839       0.08339      0.739   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
XOM        0.06097         0.1559         0.525          72.369  Energy   

    sharesOutstanding shortRatio    totalCash totalCashPerShare    totalDebt  \
XOM        4213199872       1.13  11073999872             2.629  47537000448   

     totalRevenue trailingPE  
XOM  309269004288   17.34494  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	100.459999	85.804488	95.616984	105.42948	88.303809	6.585828	75.132152	101.475466

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
XOM	1.434399	100.459999	399482859.531014	0.931373	0.977852	0.536671

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [61.01120464854492, 61.011204648135624, 61.01120084377214, 61.01120078565846]
inner cv sdevs: [50.63937718216418, 50.63937718259606, 50.639379848446104, 50.63937972272042]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 61.01120078565846 50.63937972272042
test cv mean error, stdev (10 folds): [66.79097363283856, 49.5309817074473]
sell date: 2022-09-11
expected return: 0.10493453394394933
discounted return: 0.0010852198157298432
quarter return: 1.088666637943265

['options', ('2022-06-17', '2022-07-15', '2023-01-20', '2024-01-19', '2026-02-21')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           9.82
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       8.14
environmentPercentile                 None
animalTesting                         True
tobacco                              False
totalEsg                             36.46
highestControversy                       3
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                            81.8
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     18.51
governancePercentile                  None
militaryContract                     False]
symbol: DVN
sector: Energy
Index: SP500
supply trend: 181231964.52344933
risk trend factor: 3.2541850258631513
         beta currentRatio debtToEquity dividendRate dividendYield  \
DVN  2.784803        1.376       71.922         5.08        0.0739   

         ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
DVN  5506999808       0.41984  14.160611   2805625088      0.56522   

    grossProfits heldPercentInstitutions       industry    marketCap  \
DVN   7414000000                 0.86307  Oil & Gas E&P  50138619904   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
DVN        4898999808          0.25288      0.4991     0.43    5.618267   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
DVN                     3.822415       0.21445      1.207        0.13402   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
DVN        0.45627         2.003          19.784  Energy         677000000   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  \
DVN        1.7  2099000064              3.16  6760000000  13116999680   

    trailingPE  
DVN   36.77259  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	74.059998	65.748411	73.181587	80.614763	64.876349	7.015184	50.845982	78.906716

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
DVN	1.304951	74.059998	181231964.523449	0.925492	0.994381	0.555599

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [53.96032657039057, 53.96032654131955, 53.960326753293344, 53.96032655241906]
inner cv sdevs: [70.83920440007553, 70.83920436884608, 70.83920429097527, 70.83920442297958]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 53.96032654131955 70.83920436884608
test cv mean error, stdev (10 folds): [58.83065347734695, 72.51959205743258]
sell date: 2022-09-11
expected return: 0.3539976654699068
discounted return: 0.003299577861266334
quarter return: 1.088666637943265

['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   7.636000e+09  8.206000e+09  8.189000e+09   
Total Liab                        1.162600e+10  1.199600e+10  1.153000e+10   
Total Stockholder Equity          9.262000e+09  8.924000e+09  8.399000e+09   
Minority Interest                 1.370000e+08  1.370000e+08  1.360000e+08   
Other Current Liab                2.545000e+09  2.940000e+09  2.554000e+09   
Total Assets                      2.102500e+10  2.105700e+10  2.006500e+10   
Common Stock                      6.600000e+07  6.800000e+07  6.800000e+07   
Other Current Assets              5.240000e+08  4.860000e+08  5.030000e+08   
Retained Earnings                 1.692000e+09  7.500000e+08  2.430000e+08   
Other Liab                        1.805000e+09  1.743000e+09  1.698000e+09   
Good Will                         7.530000e+08  7.530000e+08  7.530000e+08   
Treasury Stock                   -1.320000e+08 -1.000000e+08 -1.010000e+08   
Other Assets                      3.780000e+08  3.670000e+08  3.970000e+08   
Cash                              2.099000e+09  2.144000e+09  1.348000e+09   
Total Current Liabilities         3.087000e+09  3.505000e+09  3.072000e+09   
Deferred Long Term Asset Charges  7.000000e+06           NaN           NaN   
Other Stockholder Equity         -1.320000e+08 -1.000000e+08 -1.010000e+08   
Property Plant Equipment          1.524300e+10  1.532200e+10  1.544100e+10   
Total Current Assets              4.249000e+09  4.227000e+09  3.076000e+09   
Long Term Investments             4.020000e+08  3.880000e+08  3.980000e+08   
Net Tangible Assets               8.509000e+09  8.171000e+09  7.646000e+09   
Net Receivables                   1.626000e+09  1.597000e+09  1.225000e+09   
Long Term Debt                    6.482000e+09  6.492000e+09  6.502000e+09   
Accounts Payable                  5.000000e+08  5.370000e+08  4.870000e+08   
Short Long Term Debt                       NaN           NaN           NaN   

                                    2021-03-31  
Capital Surplus                   8.172000e+09  
Total Liab                        1.197100e+10  
Total Stockholder Equity          8.353000e+09  
Minority Interest                 1.330000e+08  
Other Current Liab                2.124000e+09  
Total Assets                      2.045700e+10  
Common Stock                      6.700000e+07  
Other Current Assets              5.290000e+08  
Retained Earnings                 2.180000e+08  
Other Liab                        1.724000e+09  
Good Will                         7.530000e+08  
Treasury Stock                   -1.040000e+08  
Other Assets                      3.060000e+08  
Cash                              1.683000e+09  
Total Current Liabilities         2.945000e+09  
Deferred Long Term Asset Charges           NaN  
Other Stockholder Equity         -1.040000e+08  
Property Plant Equipment          1.552900e+10  
Total Current Assets              3.467000e+09  
Long Term Investments             4.020000e+08  
Net Tangible Assets               7.600000e+09  
Net Receivables                   1.255000e+09  
Long Term Debt                    7.042000e+09  
Accounts Payable                  5.640000e+08  
Short Long Term Debt              2.260000e+08  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                               -1.700000e+07  9.000000e+06   
Change To Liabilities                     -1.800000e+07  4.690000e+08   
Total Cashflows From Investing Activities -5.180000e+08 -4.740000e+08   
Total Cash From Financing Activities      -1.149000e+09 -3.370000e+08   
Change To Operating Activities            -2.200000e+07 -2.900000e+07   
Net Income                                 1.506000e+09  8.380000e+08   
Change In Cash                            -5.000000e+07  7.820000e+08   
Repurchase Of Stock                       -5.890000e+08 -3.000000e+06   
Effect Of Exchange Rate                    1.000000e+06 -5.000000e+06   
Total Cash From Operating Activities       1.616000e+09  1.598000e+09   
Depreciation                               5.850000e+08  5.790000e+08   
Dividends Paid                            -7.300000e+07 -7.400000e+07   
Change To Account Receivables             -3.100000e+07 -3.320000e+08   
Other Cashflows From Financing Activities -6.000000e+06 -5.000000e+06   
Change To Netincome                       -4.010000e+08  1.130000e+08   
Capital Expenditures                      -5.150000e+08 -4.840000e+08   
Net Borrowings                                      NaN           NaN   

                                             2021-06-30   2021-03-31  
Investments                                8.000000e+06   10000000.0  
Change To Liabilities                      7.200000e+07   16000000.0  
Total Cashflows From Investing Activities -4.520000e+08 -130000000.0  
Total Cash From Financing Activities      -9.820000e+08 -824000000.0  
Change To Operating Activities            -7.600000e+07  -95000000.0  
Net Income                                 2.560000e+08  213000000.0  
Change In Cash                            -3.390000e+08 -359000000.0  
Repurchase Of Stock                       -9.000000e+06  -33000000.0  
Effect Of Exchange Rate                    2.000000e+06    3000000.0  
Total Cash From Operating Activities       1.093000e+09  592000000.0  
Depreciation                               5.360000e+08  481000000.0  
Dividends Paid                            -7.500000e+07 -128000000.0  
Change To Account Receivables             -1.000000e+08  -63000000.0  
Other Cashflows From Financing Activities -2.000000e+06  -28000000.0  
Change To Netincome                        2.840000e+08   25000000.0  
Capital Expenditures                      -5.090000e+08 -499000000.0  
Net Borrowings                            -7.420000e+08 -560000000.0  ]
['quarterly_earnings',             Revenue    Earnings
Quarter                        
1Q2021   2461000000   213000000
2Q2021   2977000000   256000000
3Q2021   3625000000   838000000
4Q2021   4054000000  1506000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                       1662000000.0   964000000.0   
Minority Interest                        137000000.0   137000000.0   
Net Income                              1506000000.0   838000000.0   
Selling General Administrative            95000000.0    95000000.0   
Gross Profit                            2380000000.0  2088000000.0   
Ebit                                    1727000000.0  1068000000.0   
Operating Income                        1727000000.0  1068000000.0   
Other Operating Expenses                 -24000000.0   344000000.0   
Interest Expense                         -92000000.0   -93000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       150000000.0   120000000.0   
Total Revenue                           4054000000.0  3625000000.0   
Total Operating Expenses                2327000000.0  2557000000.0   
Cost Of Revenue                         1674000000.0  1537000000.0   
Total Other Income Expense Net           -65000000.0  -104000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops          1512000000.0   844000000.0   
Net Income Applicable To Common Shares  1487000000.0   832000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        304000000.0   -32000000.0  
Minority Interest                        136000000.0   133000000.0  
Net Income                               256000000.0   213000000.0  
Selling General Administrative            94000000.0   107000000.0  
Gross Profit                            1655000000.0  1291000000.0  
Ebit                                     320000000.0   202000000.0  
Operating Income                         320000000.0   202000000.0  
Other Operating Expenses                 702000000.0   512000000.0  
Interest Expense                         -98000000.0  -105000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        43000000.0  -248000000.0  
Total Revenue                           2977000000.0  2461000000.0  
Total Operating Expenses                2657000000.0  2259000000.0  
Cost Of Revenue                         1322000000.0  1170000000.0  
Total Other Income Expense Net           -16000000.0  -234000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           261000000.0   216000000.0  
Net Income Applicable To Common Shares   253000000.0   211000000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  19232335    2021-12-30   
1              Select Sector SPDR Fund-Energy Select  18515332    2022-01-30   
2                        Vanguard Mid-Cap Index Fund  15295295    2021-12-30   
3                            Vanguard 500 Index Fund  13333264    2021-12-30   
4        Undiscovered Managers Behavioral Value Fund   7254904    2021-12-30   
5                             SPDR S&P 500 ETF Trust   6678214    2022-01-30   
6                            Fidelity 500 Index Fund   6447707    2022-02-27   
7                           iShares Core S&P 500 ETF   5236340    2022-01-30   
8                    Vanguard Index-Value Index Fund   5169015    2021-12-30   
9  Victory Portfolios-Sycamore Established Value ...   5050000    2022-01-30   

    % Out      Value  
0  0.0291  847184356  
1  0.0281  936320339  
2  0.0232  673757744  
3  0.0202  587330279  
4  0.0110  319578521  
5  0.0101  337717281  
6  0.0098  383960951  
7  0.0079  264801713  
8  0.0078  227695110  
9  0.0077  255378500  ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.78
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       7.86
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             34.39
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           76.03
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     17.75
governancePercentile                     0
militaryContract                     False]
symbol: MRO
sector: Energy
Index: SP500
supply trend: 385905130.6354009
risk trend factor: 3.229066300641798
         beta currentRatio debtToEquity dividendRate dividendYield  \
MRO  2.766666        1.112        38.48         0.32        0.0119   

         ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
MRO  3308999936       0.58921  15.454082   1785500032      0.77546   

    grossProfits heldPercentInstitutions       industry    marketCap  \
MRO   4355000000                   0.802  Oil & Gas E&P  23581886464   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
MRO        3239000064          0.20495      0.0769     0.59    2.213696   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MRO                     4.199054       0.16845      1.052        0.04117   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
MRO        0.08905         1.091           7.136  Energy         778537024   

    shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  
MRO       0.93  580000000             0.794  4112000000   5616000000  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	30.290001	25.156063	29.418428	33.680793	26.579703	2.65432	21.271064	31.888343

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MRO	1.127529	30.290001	385905130.635401	0.900034	0.972772	0.54597

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [9.524310866993629, 9.524310869424811, 9.524310860932644, 9.524310868972792]
inner cv sdevs: [10.281326148145714, 10.281326147844673, 10.28132614754317, 10.281326148199943]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 9.524310860932644 10.28132614754317
test cv mean error, stdev (10 folds): [10.389225942977006, 10.394583934168928]
sell date: 2022-09-11
expected return: 0.28078658277509094
discounted return: 0.0026935603389821594
quarter return: 1.088666637943265

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus            7.221000e+09  7.213000e+09  7.201000e+09   
Total Liab                 6.308000e+09  6.365000e+09  7.166000e+09   
Total Stockholder Equity   1.068600e+10  1.079600e+10  1.063400e+10   
Other Current Liab         3.680000e+08  4.960000e+08  5.020000e+08   
Total Assets               1.699400e+10  1.716100e+10  1.780000e+10   
Common Stock               9.370000e+08  9.370000e+08  9.370000e+08   
Other Current Assets       2.200000e+07  2.500000e+07  1.900000e+07   
Retained Earnings          7.271000e+09  6.669000e+09  6.524000e+09   
Other Liab                 6.440000e+08  6.420000e+08  6.650000e+08   
Treasury Stock            -4.743000e+09 -4.023000e+09 -4.028000e+09   
Other Assets               1.100000e+08  1.040000e+08  9.300000e+07   
Cash                       5.800000e+08  4.850000e+08  9.700000e+08   
Total Current Liabilities  1.637000e+09  1.676000e+09  1.575000e+09   
Short Long Term Debt       3.900000e+07  3.900000e+07  3.500000e+07   
Other Stockholder Equity   8.200000e+07  8.200000e+07  7.700000e+07   
Property Plant Equipment   1.458600e+10  1.484300e+10  1.511100e+10   
Total Current Assets       1.821000e+09  1.655000e+09  2.075000e+09   
Long Term Investments      4.770000e+08  5.590000e+08  5.210000e+08   
Net Tangible Assets        1.068600e+10  1.079600e+10  1.063400e+10   
Net Receivables            1.142000e+09  1.068000e+09  1.008000e+09   
Long Term Debt             3.980000e+09  3.983000e+09  4.882000e+09   
Inventory                  7.700000e+07  7.700000e+07  7.800000e+07   
Accounts Payable           1.110000e+09  1.028000e+09  9.370000e+08   

                             2021-03-31  
Capital Surplus            7.195000e+09  
Total Liab                 7.562000e+09  
Total Stockholder Equity   1.067100e+10  
Other Current Liab         3.810000e+08  
Total Assets               1.823300e+10  
Common Stock               9.370000e+08  
Other Current Assets       2.600000e+07  
Retained Earnings          6.540000e+09  
Other Liab                 6.950000e+08  
Treasury Stock            -4.001000e+09  
Other Assets               9.600000e+07  
Cash                       1.125000e+09  
Total Current Liabilities  1.899000e+09  
Short Long Term Debt       5.010000e+08  
Other Stockholder Equity   1.120000e+08  
Property Plant Equipment   1.542500e+10  
Total Current Assets       2.150000e+09  
Long Term Investments      5.620000e+08  
Net Tangible Assets        1.067100e+10  
Net Receivables            9.210000e+08  
Long Term Debt             4.910000e+09  
Inventory                  7.800000e+07  
Accounts Payable           9.180000e+08  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                                4.600000e+07  9.000000e+06   
Change To Liabilities                      1.410000e+08  1.070000e+08   
Total Cashflows From Investing Activities -2.820000e+08 -2.650000e+08   
Total Cash From Financing Activities      -7.690000e+08 -1.036000e+09   
Change To Operating Activities            -2.000000e+07 -7.000000e+06   
Net Income                                 6.490000e+08  1.840000e+08   
Change In Cash                             9.500000e+07 -4.850000e+08   
Repurchase Of Stock                       -7.240000e+08 -1.000000e+06   
Total Cash From Operating Activities       1.146000e+09  8.160000e+08   
Depreciation                               4.630000e+08  5.830000e+08   
Dividends Paid                            -4.700000e+07 -3.900000e+07   
Change To Account Receivables             -7.600000e+07 -6.000000e+07   
Other Cashflows From Financing Activities  2.000000e+06 -9.600000e+07   
Change To Netincome                       -1.100000e+07  8.000000e+06   
Capital Expenditures                      -2.740000e+08 -2.890000e+08   
Net Borrowings                                      NaN -9.000000e+08   
Other Cashflows From Investing Activities           NaN  1.000000e+06   
Change To Inventory                                 NaN  1.000000e+06   

                                            2021-06-30   2021-03-31  
Investments                                  6000000.0    6000000.0  
Change To Liabilities                       20000000.0  101000000.0  
Total Cashflows From Investing Activities -256000000.0 -207000000.0  
Total Cash From Financing Activities      -554000000.0  -32000000.0  
Change To Operating Activities              12000000.0   61000000.0  
Net Income                                  16000000.0   97000000.0  
Change In Cash                            -155000000.0  383000000.0  
Repurchase Of Stock                         -1000000.0   -9000000.0  
Total Cash From Operating Activities       655000000.0  622000000.0  
Depreciation                               600000000.0  512000000.0  
Dividends Paid                             -32000000.0  -23000000.0  
Change To Account Receivables              -78000000.0 -175000000.0  
Other Cashflows From Financing Activities  -22000000.0  -22000000.0  
Change To Netincome                         85000000.0   28000000.0  
Capital Expenditures                      -274000000.0 -209000000.0  
Net Borrowings                            -500000000.0 -500000000.0  
Other Cashflows From Investing Activities    1000000.0   -1000000.0  
Change To Inventory                          1000000.0   -2000000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   1180000000   97000000
2Q2021   1259000000   16000000
3Q2021   1439000000  184000000
4Q2021   1738000000  649000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        683000000.0   188000000.0   
Minority Interest                               None          None   
Net Income                               649000000.0   184000000.0   
Selling General Administrative            61000000.0    70000000.0   
Gross Profit                            1393000000.0  1089000000.0   
Ebit                                     755000000.0   254000000.0   
Operating Income                         755000000.0   254000000.0   
Other Operating Expenses                  94000000.0   167000000.0   
Interest Expense                         -74000000.0   -57000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                        34000000.0     4000000.0   
Total Revenue                           1738000000.0  1439000000.0   
Total Operating Expenses                 983000000.0  1185000000.0   
Cost Of Revenue                          345000000.0   350000000.0   
Total Other Income Expense Net           -72000000.0   -66000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           649000000.0   184000000.0   
Net Income Applicable To Common Shares   649000000.0   184000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                         26000000.0   107000000.0  
Minority Interest                               None          None  
Net Income                                16000000.0    97000000.0  
Selling General Administrative            69000000.0    75000000.0  
Gross Profit                             966000000.0   907000000.0  
Ebit                                      54000000.0    87000000.0  
Operating Income                          54000000.0    87000000.0  
Other Operating Expenses                 240000000.0   227000000.0  
Interest Expense                         -59000000.0   -13000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        10000000.0    10000000.0  
Total Revenue                           1259000000.0  1180000000.0  
Total Operating Expenses                1205000000.0  1093000000.0  
Cost Of Revenue                          293000000.0   273000000.0  
Total Other Income Expense Net           -28000000.0    20000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops            16000000.0    97000000.0  
Net Income Applicable To Common Shares    16000000.0    97000000.0  ]
['mutualfund_holders',                                    Holder    Shares Date Reported   % Out  \
0                     Vanguard/Windsor II  26018487    2022-01-30  0.0368   
1   Select Sector SPDR Fund-Energy Select  22895120    2022-01-30  0.0324   
2  Vanguard Total Stock Market Index Fund  22131478    2021-12-30  0.0313   
3           Vanguard Small-Cap Index Fund  19611815    2021-12-30  0.0277   
4                 Vanguard 500 Index Fund  16486851    2021-12-30  0.0233   
5     Vanguard Small Cap Value Index Fund  12430773    2021-12-30  0.0176   
6          Fidelity Low-Priced Stock Fund  12282677    2022-02-27  0.0174   
7                  SPDR S&P 500 ETF Trust   8364080    2022-01-30  0.0118   
8                 Fidelity 500 Index Fund   7972838    2022-02-27  0.0113   
9                     Invesco Comstock Fd   7808667    2022-01-30  0.0110   

       Value  
0  506579941  
1  445767986  
2  363398868  
3  322026002  
4  270714093  
5  204113292  
6  277097193  
7  162848637  
8  179867225  
9  152034746  ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          10.01
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       8.13
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             42.05
highestControversy                       2
esgPerformance                        None
coal                                 False
pesticides                           False
adult                                False
percentile                            90.8
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     23.91
governancePercentile                     0
militaryContract                     False]
symbol: PBF
sector: Energy
Index: SP600
supply trend: 65359710.136157334
risk trend factor: 3.225693266030666
         beta currentRatio debtToEquity     ebitda ebitdaMargins  forwardPE  \
PBF  2.259981        1.254      197.914  690400000       0.02194  14.665455   

    freeCashflow grossMargins grossProfits heldPercentInstitutions  \
PBF    284750016       0.0362    671100000                 0.80126   

                           industry   marketCap operatingCashflow  \
PBF  Oil & Gas Refining & Marketing  4872993280         803299968   

    operatingMargins payoutRatio pegRatio priceToBook  \
PBF           0.0135           0    -0.19    2.545604   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PBF                     0.154844       0.00798      0.629        0.02192   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PBF        0.14223         0.856         261.505  Energy         120828000   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  \
PBF       2.81  1434599936            11.873  4999499776  31470299136   

    trailingPE  
PBF  19.549202  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	40.330002	24.95881	34.143016	43.327222	28.732698	5.47571	17.781279	39.684118

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PBF	1.018074	40.330002	65359710.136157	0.905392	0.730477	0.555776

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [32.70602953933655, 32.70602958490308, 32.7060295008448, 32.705380612451705]
inner cv sdevs: [32.67837665026393, 32.678376628284234, 32.67837668275404, 32.67772468813271]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 32.705380612451705 32.67772468813271
test cv mean error, stdev (10 folds): [30.815202112198314, 33.69475352512771]
sell date: 2022-07-24
expected return: 0.20057266407733418
discounted return: 0.004260180576730832
quarter return: 1.088666637943265

['options', ('2022-06-17', '2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: APA
sector: Energy
Index: SP500
supply trend: 154170566.9440242
risk trend factor: 3.199620940107091
         beta currentRatio debtToEquity dividendRate dividendYield  \
APA  4.125226        1.227      704.108          0.5        0.0098   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
APA          4.324  4982000128       0.56569   5.04757   2424875008   

    grossMargins grossProfits heldPercentInstitutions       industry  \
APA      0.67015   5080000000                 0.87511  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
APA  16509104128        3716000000          0.40218      0.0339     0.19   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
APA                     1.874543       0.28023      0.882        0.17293   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
APA        4.69732         0.405          24.063  Energy         338232000   

    shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  \
APA          1  234000000             0.692  5999000064   8807000064   

    trailingPE  
APA   7.255835  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	48.810001	37.987556	45.39127	52.794983	42.493492	3.486022	35.521448	49.465537

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
APA	1.279846	48.810001	154170566.944024	0.929438	0.443494	0.44772

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [36.24094190145664, 36.240941884880264, 36.2409419129411, 36.240941898340296]
inner cv sdevs: [40.42524144105027, 40.42524139028915, 40.42524140677962, 40.425241442458436]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 36.240941884880264 40.42524139028915
test cv mean error, stdev (10 folds): [39.20777824418202, 41.240718514148064]
sell date: 2022-07-03
expected return: 0.14034030332150196
discounted return: 0.005987249151534257
quarter return: 1.088666637943265

['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2021-3                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.88
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               71
governanceScore                       7.96
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             38.81
highestControversy                       2
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           82.83
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     21.98
governancePercentile                  None
militaryContract                     False]
symbol: CTRA
sector: Energy
Index: SP500
supply trend: 150668871.709531
risk trend factor: 3.1929469250530653
          beta currentRatio debtToEquity dividendRate dividendYield  \
CTRA -0.189215        1.751       29.377          0.6        0.0201   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
CTRA          2.487  2364999936       0.64441  9.610645   1148249984   

     grossMargins grossProfits heldPercentInstitutions       industry  \
CTRA      0.77684   2851000000                 0.94558  Oil & Gas E&P   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
CTRA  27913861120        1667000064          0.45559       0.182     0.09   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
CTRA    5.895189                     7.605957       0.31553      1.699   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
CTRA        0.08557        0.16538         4.191           7.296  Energy   

     sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
CTRA         813577984        3.2  1036000000             1.273  3463000064   

     totalRevenue trailingPE  
CTRA   3670000128  39.032993  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	34.310001	28.660914	33.218095	37.775277	29.828254	3.373921	23.080412	36.576096

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CTRA	1.337181	34.310001	150668871.709531	0.899416	0.507048	0.467954

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [7.479921688280138, 7.479921704765565, 7.47992119024586, 7.479921353966082]
inner cv sdevs: [6.651463712525543, 6.6514636407351775, 6.65146259578288, 6.651462809786559]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 7.47992119024586 6.65146259578288
test cv mean error, stdev (10 folds): [8.109753793724039, 6.656017935333023]
sell date: 2022-07-03
expected return: 0.04762897523501855
discounted return: 0.002117215048102139
quarter return: 1.088666637943265

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus            1.091100e+10  1.823373e+09  1.815770e+09   
Total Liab                 8.112000e+09  2.404585e+09  2.310672e+09   
Total Stockholder Equity   1.173800e+10  2.326112e+09  2.299895e+09   
Deferred Long Term Liab    5.000000e+06  5.329000e+06  5.844000e+06   
Other Current Liab         1.880000e+08  2.128940e+08  7.719900e+07   
Total Assets               1.990000e+10  4.730697e+09  4.610567e+09   
Common Stock               8.900000e+07  4.786200e+07  4.786200e+07   
Other Current Assets       2.400000e+07  1.323500e+07  1.540000e+07   
Retained Earnings          2.563000e+09  2.276071e+09  2.257320e+09   
Other Liab                 3.512000e+09  9.650310e+08  9.577370e+08   
Treasury Stock            -1.825000e+09 -1.821194e+09 -1.821057e+09   
Other Assets               7.200000e+07  3.109900e+07  3.170800e+07   
Cash                       1.036000e+09  7.627000e+07  1.581470e+08   
Total Current Liabilities  1.220000e+09  4.660100e+08  3.786840e+08   
Other Stockholder Equity   1.000000e+06  2.007000e+06  2.144000e+06   
Property Plant Equipment   1.769200e+10  4.256875e+09  4.182793e+09   
Total Current Assets       2.136000e+09  4.427230e+08  3.960660e+08   
Net Tangible Assets        1.173800e+10  2.326112e+09  2.299895e+09   
Net Receivables            1.037000e+09  3.404370e+08  2.051240e+08   
Long Term Debt             3.125000e+09  9.465090e+08  9.463160e+08   
Inventory                  3.900000e+07  1.278100e+07  1.739500e+07   
Accounts Payable           7.470000e+08  2.271920e+08  1.662560e+08   
Short Long Term Debt                NaN           NaN  1.000000e+08   

                             2021-03-31  
Capital Surplus            1.808232e+09  
Total Liab                 2.244882e+09  
Total Stockholder Equity   2.305970e+09  
Deferred Long Term Liab    6.360000e+06  
Other Current Liab         1.989500e+07  
Total Assets               4.550852e+09  
Common Stock               4.783800e+07  
Other Current Assets       2.198400e+07  
Retained Earnings          2.270819e+09  
Other Liab                 9.549700e+08  
Treasury Stock            -1.820919e+09  
Other Assets               3.078400e+07  
Cash                       1.736590e+08  
Total Current Liabilities  3.150920e+08  
Other Stockholder Equity   2.282000e+06  
Property Plant Equipment   4.108153e+09  
Total Current Assets       4.119150e+08  
Net Tangible Assets        2.305970e+09  
Net Receivables            2.004020e+08  
Long Term Debt             9.461230e+08  
Inventory                  1.587000e+07  
Accounts Payable           1.691010e+08  
Short Long Term Debt       1.000000e+08  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                      -17390000.0   76262000.0   
Total Cashflows From Investing Activities  771721000.0 -183894000.0   
Net Borrowings                              -2000000.0 -100000000.0   
Total Cash From Financing Activities      -764618000.0 -143963000.0   
Change To Operating Activities              17176000.0   -9218000.0   
Net Income                                 938468000.0   62714000.0   
Change In Cash                             959440000.0  -82663000.0   
Repurchase Of Stock                       -108431000.0 -108431000.0   
Total Cash From Operating Activities       952337000.0  245194000.0   
Depreciation                               410014000.0   97289000.0   
Dividends Paid                            -652187000.0  -43963000.0   
Change To Inventory                          2511000.0    4614000.0   
Change To Account Receivables             -159015000.0 -102009000.0   
Other Cashflows From Financing Activities   -2000000.0   -2000000.0   
Change To Netincome                       -320852000.0  148138000.0   
Capital Expenditures                      -268960000.0 -184101000.0   

                                            2021-06-30   2021-03-31  
Change To Liabilities                      -15297000.0    3425000.0  
Total Cashflows From Investing Activities -151302000.0 -123525000.0  
Net Borrowings                            -100000000.0  -88000000.0  
Total Cash From Financing Activities       -43963000.0 -133456000.0  
Change To Operating Activities               4956000.0  -13914000.0  
Net Income                                  30464000.0  126354000.0  
Change In Cash                             -16323000.0   33546000.0  
Repurchase Of Stock                       -108431000.0   -5569000.0  
Total Cash From Operating Activities       178942000.0  290527000.0  
Depreciation                                91549000.0   94148000.0  
Dividends Paid                             -43963000.0  -39887000.0  
Change To Inventory                         -1525000.0    -600000.0  
Change To Account Receivables               15143000.0   16881000.0  
Other Cashflows From Financing Activities   -2000000.0   -2000000.0  
Change To Netincome                         92703000.0   40011000.0  
Capital Expenditures                      -151322000.0 -123617000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021    472918000  126354000
2Q2021    411788000   30464000
3Q2021    641678000   62714000
4Q2021   2143616000  938468000]
['quarterly_financials',                                           2021-12-31   2021-09-30  \
Research Development                            None         None   
Effect Of Accounting Charges                    None         None   
Income Before Tax                       1214465000.0   83216000.0   
Minority Interest                               None         None   
Net Income                               938468000.0   62714000.0   
Selling General Administrative            95410000.0   24998000.0   
Gross Profit                            1797984000.0  471530000.0   
Ebit                                    1298389000.0  135756000.0   
Operating Income                        1298389000.0  135756000.0   
Other Operating Expenses                 -14836000.0  209489000.0   
Interest Expense                         -24488000.0  -12577000.0   
Extraordinary Items                             None         None   
Non Recurring                                   None         None   
Other Items                                     None         None   
Income Tax Expense                       275997000.0   20502000.0   
Total Revenue                           2143616000.0  641678000.0   
Total Operating Expenses                 845227000.0  505922000.0   
Cost Of Revenue                          345632000.0  170148000.0   
Total Other Income Expense Net           -83924000.0  -52540000.0   
Discontinued Operations                         None         None   
Net Income From Continuing Ops           938468000.0   62714000.0   
Net Income Applicable To Common Shares   935468000.0   62714000.0   

                                         2021-06-30   2021-03-31  
Research Development                           None         None  
Effect Of Accounting Charges                   None         None  
Income Before Tax                        41304000.0  163015000.0  
Minority Interest                              None         None  
Net Income                               30464000.0  126354000.0  
Selling General Administrative           16837000.0   26755000.0  
Gross Profit                            262146000.0  319340000.0  
Ebit                                     60088000.0  177767000.0  
Operating Income                         60088000.0  177767000.0  
Other Operating Expenses                 91304000.0   18043000.0  
Interest Expense                        -12558000.0  -12377000.0  
Extraordinary Items                            None         None  
Non Recurring                                  None         None  
Other Items                                    None         None  
Income Tax Expense                       10840000.0   36661000.0  
Total Revenue                           411788000.0  472918000.0  
Total Operating Expenses                351700000.0  295151000.0  
Cost Of Revenue                         149642000.0  153578000.0  
Total Other Income Expense Net          -18784000.0  -14752000.0  
Discontinued Operations                        None         None  
Net Income From Continuing Ops           30464000.0  126354000.0  
Net Income Applicable To Common Shares   30464000.0  126354000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0              Select Sector SPDR Fund-Energy Select  23925372    2022-01-30   
1             Vanguard Total Stock Market Index Fund  23123140    2021-12-30   
2                      Vanguard Small-Cap Index Fund  20493160    2021-12-30   
3                            Vanguard 500 Index Fund  17229139    2021-12-30   
4                   Washington Mutual Investors Fund  16985001    2022-01-30   
5           Vanguard Fenway Funds-Equity Income Fund  16267453    2021-12-30   
6                         Income Fund of America Inc  13333912    2022-01-30   
7               Vanguard Small-Cap Growth Index Fund  12758989    2021-12-30   
8  Victory Portfolios-Sycamore Established Value ...  12049383    2022-01-30   
9                          Fundamental Investors Inc  11357657    2021-12-30   

    % Out      Value  
0  0.0297  523965646  
1  0.0287  439339660  
2  0.0254  389370040  
3  0.0214  327353641  
4  0.0211  371971521  
5  0.0202  309081607  
6  0.0165  292012672  
7  0.0158  242420791  
8  0.0150  263881487  
9  0.0141  215795483  ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          14.01
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       9.28
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             46.68
highestControversy                       2
esgPerformance                        None
coal                                 False
pesticides                           False
adult                                False
percentile                           95.93
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     23.39
governancePercentile                     0
militaryContract                     False]
symbol: COP
sector: Energy
Index: SP500
supply trend: 164910706.505295
risk trend factor: 3.1812515705509306
         beta currentRatio debtToEquity dividendRate dividendYield  \
COP  1.350272        1.513       38.088         1.92        0.0156   

    earningsGrowth       ebitda ebitdaMargins  forwardPE freeCashflow  \
COP          4.853  25497999360       0.46444  10.605744  10752749568   

    grossMargins grossProfits heldPercentInstitutions       industry  \
COP      0.52295  22936000000                  0.8134  Oil & Gas E&P   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
COP  157619814400       19983998976          0.33401      0.2348     0.56   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
COP     3.20246                     2.871035       0.23417      1.287   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
COP         0.1295        0.27835         0.828          41.447  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
COP        1293449984       1.83  7144000000             5.523  18745999360   

    totalRevenue trailingPE  
COP  54899998720  12.631906  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	116.830002	98.434997	111.473651	124.512305	103.658731	7.46267	88.73339	118.584071

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
COP	0.946298	116.830002	164910706.505295	0.924909	0.992942	0.491541

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [81.22696571851799, 81.2269657608658, 81.22696584471532, 81.22696564176003]
inner cv sdevs: [78.60997014055918, 78.60997010056245, 78.60997015758267, 78.60996989669474]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 81.22696564176003 78.60996989669474
test cv mean error, stdev (10 folds): [87.22711649628413, 80.00912599077246]
sell date: 2022-09-11
expected return: 0.07744871945648961
discounted return: 0.0008111543482332007
quarter return: 1.088666637943265

['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           9.71
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       7.68
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             34.92
highestControversy                       2
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           77.49
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     17.53
governancePercentile                  None
militaryContract                     False]
symbol: VLO
sector: Energy
Index: SP500
supply trend: 84050366.56580938
risk trend factor: 3.1558878750034074
         beta currentRatio debtToEquity dividendRate dividendYield  \
VLO  1.762704        1.178       64.483         3.92         0.027   

         ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
VLO  6672999936       0.05306  12.882617   4647625216      0.05998   

    grossProfits heldPercentInstitutions                        industry  \
VLO   5487000000                 0.80461  Oil & Gas Refining & Marketing   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
VLO  58671964160        6498999808           0.0341      0.6312     0.42   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
VLO    3.117438                     0.466521       0.02019        0.7   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
VLO        0.04701        0.14702         0.886         308.815  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
VLO         408096000       1.87  2638000128             6.464  13160999936   

     totalRevenue trailingPE  
VLO  125765001216  23.143915  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	140.509995	116.071949	130.762381	145.452813	113.398095	16.061488	81.27512	145.521071

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VLO	1.213534	140.509995	84050366.565809	0.943432	0.970961	0.536721

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [252.05479246948747, 252.054792410294, 252.05477029820176, 252.05477033017885]
inner cv sdevs: [349.14546330920876, 349.1454632354095, 349.14547198326835, 349.1454718462291]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 252.05477029820176 349.14547198326835
test cv mean error, stdev (10 folds): [260.8718313703039, 365.01735312323507]
sell date: 2022-08-28
expected return: 0.06984341191640467
discounted return: 0.0008659169174762837
quarter return: 1.088666637943265

['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
['sustainability',                                       Value
2022-5                                     
palmOil                               False
controversialWeapons                  False
gambling                              False
socialScore                            7.23
nuclear                               False
furLeather                            False
alcoholic                             False
gmo                                   False
catholic                              False
socialPercentile                       None
peerCount                                39
governanceScore                        4.98
environmentPercentile                  None
animalTesting                         False
tobacco                               False
totalEsg                              30.94
highestControversy                        3
esgPerformance                     OUT_PERF
coal                                  False
pesticides                            False
adult                                 False
percentile                            65.34
peerGroup              Refiners & Pipelines
smallArms                             False
environmentScore                      18.74
governancePercentile                   None
militaryContract                      False]
symbol: EOG
sector: Energy
Index: SP500
supply trend: 86714140.16641453
risk trend factor: 3.0132617966707937
         beta currentRatio debtToEquity dividendRate dividendYield  \
EOG  1.778921        2.124       26.632            3        0.0241   

    earningsGrowth       ebitda ebitdaMargins  forwardPE freeCashflow  \
EOG          4.838  10099000320       0.51064  14.574899   4534499840   

    grossMargins grossProfits heldPercentInstitutions       industry  \
EOG      0.65905  13034000000                 0.90667  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
EOG  84252958720        8791000064          0.30935       0.265     0.77   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
EOG    3.870343                     4.260148       0.23583      1.866   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
EOG        0.10329        0.21957         1.047           34.04  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
EOG         585089984       2.09  5208999936             8.898  5906999808   

    totalRevenue trailingPE  
EOG  19776999424  27.761713  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	144.0	116.478407	133.361588	150.24477	124.478413	8.803147	106.872118	142.084708

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
EOG	0.92473	144.0	86714140.166415	0.96583	0.922673	0.487021

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [200.12341732314133, 200.1234170364253, 200.12341657163233, 200.12341740717213]
inner cv sdevs: [155.55792723518454, 155.55792574175433, 155.5579259537085, 155.55792712805984]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 200.12341657163233 155.5579259537085
test cv mean error, stdev (10 folds): [219.44641779843852, 150.0364393409733]
sell date: 2022-09-11
expected return: 0.11931406139724092
discounted return: 0.0012259253166082562
quarter return: 1.088666637943265

['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   6.087000e+09  6.058000e+09  6.017000e+09   
Total Liab                        1.605600e+10  1.540700e+10  1.600400e+10   
Total Stockholder Equity          2.218000e+10  2.176500e+10  2.088100e+10   
Other Current Liab                1.523000e+09  1.224000e+09  1.698000e+09   
Total Assets                      3.823600e+10  3.717200e+10  3.688500e+10   
Common Stock                      2.060000e+08  2.060000e+08  2.060000e+08   
Other Current Assets              4.560000e+08  3.810000e+08  5.130000e+08   
Retained Earnings                 1.591900e+10  1.554200e+10  1.468900e+10   
Other Liab                        6.384000e+09  6.844000e+09  6.916000e+09   
Treasury Stock                   -3.200000e+07 -4.100000e+07 -3.100000e+07   
Other Assets                      4.830000e+08  1.278000e+09  1.291000e+09   
Cash                              5.209000e+09  4.293000e+09  3.880000e+09   
Total Current Liabilities         4.042000e+09  3.484000e+09  4.002000e+09   
Deferred Long Term Asset Charges  1.100000e+07  1.400000e+07  3.000000e+06   
Other Stockholder Equity         -1.200000e+07 -1.300000e+07 -1.500000e+07   
Property Plant Equipment          2.916900e+10  2.854500e+10  2.865900e+10   
Total Current Assets              8.584000e+09  7.349000e+09  6.935000e+09   
Net Tangible Assets               2.218000e+10  2.176500e+10  2.088100e+10   
Net Receivables                   2.335000e+09  2.154000e+09  2.026000e+09   
Long Term Debt                    4.859000e+09  5.079000e+09  5.086000e+09   
Inventory                         5.840000e+08  5.210000e+08  5.160000e+08   
Accounts Payable                  2.242000e+09  1.972000e+09  2.012000e+09   
Short Long Term Debt                       NaN  3.800000e+07  3.900000e+07   

                                    2021-03-31  
Capital Surplus                   5.979000e+09  
Total Liab                        1.540900e+10  
Total Stockholder Equity          2.076200e+10  
Other Current Liab                1.059000e+09  
Total Assets                      3.617100e+10  
Common Stock                      2.060000e+08  
Other Current Assets              4.130000e+08  
Retained Earnings                 1.460600e+10  
Other Liab                        7.003000e+09  
Treasury Stock                   -2.900000e+07  
Other Assets                      1.314000e+09  
Cash                              3.388000e+09  
Total Current Liabilities         3.312000e+09  
Deferred Long Term Asset Charges  4.000000e+06  
Other Stockholder Equity         -1.400000e+07  
Property Plant Equipment          2.866600e+10  
Total Current Assets              6.191000e+09  
Net Tangible Assets               2.076200e+10  
Net Receivables                   1.828000e+09  
Long Term Debt                    5.094000e+09  
Inventory                         5.620000e+08  
Accounts Payable                  1.945000e+09  
Short Long Term Debt              3.900000e+07  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Change To Liabilities                      3.410000e+08 -6.800000e+07   
Total Cashflows From Investing Activities -8.370000e+08 -9.330000e+08   
Net Borrowings                            -1.000000e+07 -9.000000e+06   
Total Cash From Financing Activities      -1.414000e+09 -8.500000e+08   
Change To Operating Activities             2.000000e+07 -4.800000e+07   
Issuance Of Stock                          1.000000e+07  1.000000e+07   
Net Income                                 1.985000e+09  1.095000e+09   
Change In Cash                             9.160000e+08  4.130000e+08   
Repurchase Of Stock                       -8.000000e+06 -2.100000e+07   
Effect Of Exchange Rate                    1.000000e+06  1.000000e+06   
Total Cash From Operating Activities       3.166000e+09  2.196000e+09   
Depreciation                               1.072000e+09  1.009000e+09   
Other Cashflows From Investing Activities  1.000000e+08 -4.500000e+07   
Dividends Paid                            -2.241732e+08 -2.488268e+08   
Change To Inventory                       -1.080000e+08 -6.000000e+06   
Change To Account Receivables             -1.820000e+08 -1.450000e+08   
Change To Netincome                        1.200000e+07  1.530000e+08   
Capital Expenditures                      -1.014000e+09 -8.960000e+08   

                                             2021-06-30    2021-03-31  
Change To Liabilities                      1.100000e+07  1.720000e+08  
Total Cashflows From Investing Activities -8.280000e+08 -8.210000e+08  
Net Borrowings                            -9.000000e+06 -7.590000e+08  
Total Cash From Financing Activities      -2.410000e+08 -9.880000e+08  
Change To Operating Activities            -1.410000e+08 -2.830000e+08  
Issuance Of Stock                          9.000000e+06  9.000000e+06  
Net Income                                 9.070000e+08  6.770000e+08  
Change In Cash                             4.920000e+08  5.900000e+07  
Repurchase Of Stock                       -2.000000e+06 -1.000000e+07  
Effect Of Exchange Rate                    2.000000e+06 -2.000000e+06  
Total Cash From Operating Activities       1.559000e+09  1.870000e+09  
Depreciation                               9.570000e+08  9.430000e+08  
Other Cashflows From Investing Activities  5.400000e+07  9.100000e+07  
Dividends Paid                            -2.390000e+08 -2.190000e+08  
Change To Inventory                        3.700000e+07  6.400000e+07  
Change To Account Receivables             -1.860000e+08 -3.080000e+08  
Change To Netincome                        1.370000e+08  3.620000e+08  
Capital Expenditures                      -1.023000e+09 -9.170000e+08  ]
['quarterly_earnings',             Revenue    Earnings
Quarter                        
1Q2021   4067000000   677000000
2Q2021   4515000000   907000000
3Q2021   5258000000  1095000000
4Q2021   5937000000  1985000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                       2499000000.0  1429000000.0   
Minority Interest                               None          None   
Net Income                              1985000000.0  1095000000.0   
Selling General Administrative           139000000.0   142000000.0   
Gross Profit                            4064000000.0  3440000000.0   
Ebit                                    2588000000.0  1470000000.0   
Operating Income                        2588000000.0  1470000000.0   
Other Operating Expenses                 180000000.0   771000000.0   
Interest Expense                         -38000000.0   -48000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       514000000.0   334000000.0   
Total Revenue                           5937000000.0  5258000000.0   
Total Operating Expenses                3349000000.0  3788000000.0   
Cost Of Revenue                         1873000000.0  1818000000.0   
Total Other Income Expense Net           -89000000.0   -41000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops          1985000000.0  1095000000.0   
Net Income Applicable To Common Shares  1985000000.0  1095000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                       1124000000.0   881000000.0  
Minority Interest                               None          None  
Net Income                               907000000.0   677000000.0  
Selling General Administrative           120000000.0   110000000.0  
Gross Profit                            2912000000.0  2618000000.0  
Ebit                                    1121000000.0   939000000.0  
Operating Income                        1121000000.0   939000000.0  
Other Operating Expenses                 666000000.0   582000000.0  
Interest Expense                         -45000000.0   -47000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                       217000000.0   204000000.0  
Total Revenue                           4515000000.0  4067000000.0  
Total Operating Expenses                3394000000.0  3128000000.0  
Cost Of Revenue                         1603000000.0  1449000000.0  
Total Other Income Expense Net             3000000.0   -58000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           907000000.0   677000000.0  
Net Income Applicable To Common Shares   907000000.0   677000000.0  ]
['mutualfund_holders',                                    Holder    Shares Date Reported   % Out  \
0  Vanguard Total Stock Market Index Fund  16628038    2021-12-30  0.0284   
1   Select Sector SPDR Fund-Energy Select  15554415    2022-01-30  0.0266   
2                 Vanguard 500 Index Fund  12390700    2021-12-30  0.0212   
3              Growth Fund Of America Inc  11079049    2022-02-27  0.0189   
4        Washington Mutual Investors Fund  10123086    2022-01-30  0.0173   
5                American Mutual Fund Inc   9597595    2022-01-30  0.0164   
6           Investment Company Of America   8922398    2021-12-30  0.0152   
7            JP Morgan Equity Income Fund   7968006    2021-12-30  0.0136   
8    Capital World Growth and Income Fund   6235135    2022-02-27  0.0106   
9                  SPDR S&P 500 ETF Trust   6192774    2022-01-30  0.0106   

        Value  
0  1477068615  
1  1734006184  
2  1100665881  
3  1273204311  
4  1128521627  
5  1069939890  
6   792576614  
7   707797972  
8   716541714  
9   690370445  ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-03-20')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.13
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       7.73
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             36.25
highestControversy                       1
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           81.37
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     20.39
governancePercentile                     0
militaryContract                     False]
symbol: WRB
sector: Financial Services
Index: SP500
supply trend: 23023001.531770047
risk trend factor: 2.9081260434938816
         beta debtToEquity dividendRate dividendYield earningsGrowth  \
WRB  0.788235       52.129         0.35        0.0051          1.585   

         ebitda ebitdaMargins  forwardPE grossMargins grossProfits  \
WRB  1976933504       0.19355  13.101728      0.44661   4029355000   

    heldPercentInstitutions                       industry    marketCap  \
WRB                 0.69304  Insurance—Property & Casualty  12057446400   

    operatingMargins payoutRatio pegRatio priceToBook  \
WRB          0.18096        0.07     1.83    1.813544   

    priceToSalesTrailing12Months profitMargins revenueGrowth revenuePerShare  \
WRB                     1.180482       0.13546         0.352           36.85   

                 sector sharesOutstanding shortRatio   totalCash  \
WRB  Financial Services         176640000       1.06  2748449024   

    totalCashPerShare   totalDebt totalRevenue trailingPE  
WRB            10.364  3475796992  10214005760  12.265948  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	68.260002	65.61324	69.11873	72.624221	67.673228	2.145514	63.382199	71.964256

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
WRB	1.310112	68.260002	23023001.53177	0.886168	0.965152	0.455795

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [19.531713762277544, 19.531713760773275, 19.531713762256103, 19.53171376190301]
inner cv sdevs: [17.14821836147235, 17.148218362600876, 17.1482183655582, 17.148218365612703]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 19.531713760773275 17.148218362600876
test cv mean error, stdev (10 folds): [20.439063919493833, 17.731649807526473]
sell date: 2022-08-07
expected return: 0.0692655736181108
discounted return: 0.0011756384693204502
quarter return: 1.088666637943265

['quarterly_balance_sheet',                                     2022-03-31    2021-12-31    2021-09-30  \
Total Stockholder Equity          6.653011e+09  6.653011e+09  6.648441e+09   
Net Tangible Assets               6.398359e+09  6.398359e+09  6.478789e+09   
Intangible Assets                          NaN  7.611450e+08  6.626360e+08   
Capital Surplus                            NaN  1.016372e+09  1.018300e+09   
Total Liab                                 NaN  2.541868e+10  2.488058e+10   
Minority Interest                          NaN  1.471900e+07  1.527000e+07   
Other Current Liab                         NaN  4.923033e+09  4.770052e+09   
Total Assets                               NaN  3.208641e+10  3.154429e+10   
Common Stock                               NaN  7.053500e+07  7.053500e+07   
Other Current Assets                       NaN  3.045964e+09  2.919056e+09   
Retained Earnings                          NaN  9.015135e+09  8.920334e+09   
Other Liab                                 NaN  1.113986e+09  1.159717e+09   
Good Will                                  NaN  1.696520e+08  1.696520e+08   
Treasury Stock                             NaN -3.449031e+09 -3.360728e+09   
Other Assets                               NaN  2.521156e+09  2.500260e+09   
Cash                                       NaN  1.568843e+09  2.069029e+09   
Total Current Liabilities                  NaN  2.130029e+10  2.026349e+10   
Deferred Long Term Asset Charges           NaN  5.742500e+07           NaN   
Short Long Term Debt                       NaN  4.264260e+08  5.000000e+06   
Other Stockholder Equity                   NaN -2.819550e+08 -1.908620e+08   
Property Plant Equipment                   NaN  5.920630e+08  5.906700e+08   
Total Current Assets                       NaN  9.017870e+09  9.328265e+09   
Long Term Investments                      NaN  1.902453e+10  1.829280e+10   
Net Receivables                            NaN  2.546542e+09  2.808928e+09   
Long Term Debt                             NaN  2.840642e+09  3.261118e+09   
Accounts Payable                           NaN  1.590587e+10  1.547705e+10   

                                    2021-06-30  
Total Stockholder Equity          6.578276e+09  
Net Tangible Assets               6.408624e+09  
Intangible Assets                 6.276470e+08  
Capital Surplus                   1.035166e+09  
Total Liab                        2.370996e+10  
Minority Interest                 9.678000e+06  
Other Current Liab                4.544714e+09  
Total Assets                      3.029792e+10  
Common Stock                      7.053500e+07  
Other Current Assets              2.803790e+09  
Retained Earnings                 8.682088e+09  
Other Liab                        1.044232e+09  
Good Will                         1.696520e+08  
Treasury Stock                   -3.209513e+09  
Other Assets                      2.454554e+09  
Cash                              1.790199e+09  
Total Current Liabilities         1.958691e+10  
Deferred Long Term Asset Charges           NaN  
Short Long Term Debt              3.000000e+06  
Other Stockholder Equity         -1.224440e+08  
Property Plant Equipment          5.771780e+08  
Total Current Assets              8.802932e+09  
Long Term Investments             1.766595e+10  
Net Receivables                   2.893894e+09  
Long Term Debt                    2.916046e+09  
Accounts Payable                  1.501623e+10  ]
['quarterly_cashflow',                                             2022-03-31   2021-12-31  \
Net Income                                 590638000.0  294430000.0   
Change To Liabilities                              0.0   86599000.0   
Investments                                        NaN -666087000.0   
Total Cashflows From Investing Activities          NaN -948573000.0   
Net Borrowings                                     NaN     665000.0   
Total Cash From Financing Activities               NaN -216185000.0   
Change To Operating Activities                     NaN  308505000.0   
Change In Cash                                     NaN -500186000.0   
Effect Of Exchange Rate                            NaN    4979000.0   
Total Cash From Operating Activities               NaN  659593000.0   
Depreciation                                       NaN   28352000.0   
Other Cashflows From Investing Activities          NaN -253641000.0   
Dividends Paid                                     NaN  -22851532.0   
Change To Account Receivables                      NaN     697000.0   
Other Cashflows From Financing Activities          NaN  -17221000.0   
Change To Netincome                                NaN  -52638000.0   
Capital Expenditures                               NaN  -13076000.0   
Repurchase Of Stock                                NaN          NaN   

                                            2021-09-30   2021-06-30  
Net Income                                 261297000.0  237238000.0  
Change To Liabilities                      234263000.0  253475000.0  
Investments                               -696817000.0 -289676000.0  
Total Cashflows From Investing Activities -638931000.0 -206411000.0  
Net Borrowings                             346827000.0 -399550000.0  
Total Cash From Financing Activities        98046000.0 -404247000.0  
Change To Operating Activities             510536000.0  398099000.0  
Change In Cash                             278830000.0 -224712000.0  
Effect Of Exchange Rate                     -8870000.0    1127000.0  
Total Cash From Operating Activities       828585000.0  384819000.0  
Depreciation                                30733000.0   37054000.0  
Other Cashflows From Investing Activities   81542000.0  -33896000.0  
Dividends Paid                             -46124841.0  -46124841.0  
Change To Account Receivables              -43374000.0 -225428000.0  
Other Cashflows From Financing Activities  -21216000.0   -4697000.0  
Change To Netincome                        -69408000.0  -73630000.0  
Capital Expenditures                        -5285000.0  -37401000.0  
Repurchase Of Stock                        -92743000.0  -92743000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
2Q2021   2296086000  237238000
3Q2021   2424283000  261297000
4Q2021   2578228000  294430000
1Q2022   2915409000  590638000]
['quarterly_financials',                                           2022-03-31    2021-12-31  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        732433000.0   354616000.0   
Minority Interest                                NaN    14719000.0   
Net Income                               590638000.0   294430000.0   
Selling General Administrative                   NaN     9617000.0   
Gross Profit                            1481302000.0  1084200000.0   
Ebit                                     763235000.0   385441000.0   
Operating Income                         763235000.0   385441000.0   
Other Operating Expenses                 718067000.0   689142000.0   
Interest Expense                         -34970000.0   -37334000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       139403000.0    60313000.0   
Total Revenue                           2915409000.0  2578228000.0   
Total Operating Expenses                2152174000.0  2192787000.0   
Cost Of Revenue                         1434107000.0  1494028000.0   
Total Other Income Expense Net           -30802000.0   -30825000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           593030000.0   294303000.0   
Net Income Applicable To Common Shares   590638000.0   294430000.0   

                                          2021-09-30    2021-06-30  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        332281000.0   299940000.0  
Minority Interest                         15270000.0     9678000.0  
Net Income                               261297000.0   237238000.0  
Selling General Administrative            11741000.0    11429000.0  
Gross Profit                            1010426000.0   985741000.0  
Ebit                                     354884000.0   344814000.0  
Operating Income                         354884000.0   344814000.0  
Other Operating Expenses                 643801000.0   629498000.0  
Interest Expense                         -35100000.0   -38096000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        64963000.0    62262000.0  
Total Revenue                           2424283000.0  2296086000.0  
Total Operating Expenses                2069399000.0  1951272000.0  
Cost Of Revenue                         1413857000.0  1310345000.0  
Total Other Income Expense Net           -22603000.0   -44874000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           267318000.0   237678000.0  
Net Income Applicable To Common Shares   261297000.0   237238000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0            Eaton Vance Atlanta Capital SMID-Cap Fd  6914517    2021-12-30   
1                    Janus Henderson Enterprise Fund  5220135    2021-12-30   
2             Vanguard Total Stock Market Index Fund  3764733    2021-12-30   
3  Victory Portfolios-Sycamore Established Value ...  3670000    2022-01-30   
4                            First Eagle Global Fund  3504173    2022-01-30   
5                        Vanguard Mid-Cap Index Fund  2995637    2021-12-30   
6                            Vanguard 500 Index Fund  2955527    2021-12-30   
7                       JP Morgan Mid Cap Value Fund  1596210    2021-12-30   
8                  Select Sector SPDR Fund-Financial  1547113    2022-01-30   
9                             SPDR S&P 500 ETF Trust  1487247    2022-01-30   

    % Out      Value  
0  0.0261  379791365  
1  0.0197  286724611  
2  0.0142  206784232  
3  0.0138  206743332  
4  0.0132  197401744  
5  0.0113  164540352  
6  0.0111  162337244  
7  0.0060   87674493  
8  0.0058   87154031  
9  0.0056   83781580  ]
['options', ('2022-07-15',)]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 7.83
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile               0
peerCount                     96
governanceScore            12.16
environmentPercentile          0
animalTesting              False
tobacco                    False
totalEsg                   21.95
highestControversy             1
esgPerformance              None
coal                       False
pesticides                 False
adult                      False
percentile                 31.22
peerGroup              Insurance
smallArms                  False
environmentScore            1.95
governancePercentile           0
militaryContract           False]
symbol: HES
sector: Energy
Index: SP500
supply trend: 66701550.453857794
risk trend factor: 2.8809300900511263
         beta currentRatio debtToEquity dividendRate dividendYield  \
HES  1.684375        1.418      122.347          1.5        0.0118   

    earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
HES          0.634  3804000000       0.49454  11.819778   1165250048   

    grossMargins grossProfits heldPercentInstitutions       industry  \
HES      0.71425   5267000000                 0.85669  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
HES  39807426560        2143000064           0.3007      0.4828     0.19   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
HES    6.277734                     5.175172       0.09412      1.257   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
HES        0.07461         0.1547          0.21           24.96  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
HES         311263008       3.58  1370000000             4.424  8622999552   

    totalRevenue trailingPE  
HES   7692000256  54.794342  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	127.720001	108.176953	120.776666	133.37638	111.593174	8.990912	93.61135	129.574999

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
HES	0.637367	127.720001	66701550.453858	0.961499	0.97499	0.449233

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [160.45056696878748, 160.45056402961356, 160.45056402818898, 160.45056409872763]
inner cv sdevs: [134.8544464787314, 134.85444841499378, 134.85444841193134, 134.85444841540357]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 160.45056402818898 134.85444841193134
test cv mean error, stdev (10 folds): [173.84731977859065, 134.2761735576648]
sell date: 2022-09-11
expected return: 0.09780543407800112
discounted return: 0.0010147876694992508
quarter return: 1.088666637943265

['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           6.36
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       6.97
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             31.78
highestControversy                       2
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           68.13
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     18.44
governancePercentile                  None
militaryContract                     False]
symbol: CEIX
sector: Energy
Index: SP600
supply trend: 9591390.716180371
risk trend factor: 2.853515807990338
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
CEIX  2.379059        0.868      100.167          5.642  282313984   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
CEIX       0.22235  10.293775    196007120      0.33279    422536000   

     heldPercentInstitutions      industry   marketCap operatingCashflow  \
CEIX                 0.86884  Thermal Coal  1824347392         305568992   

     operatingMargins payoutRatio priceToBook priceToSalesTrailing12Months  \
CEIX          0.04547           0    3.764765                     1.436839   

     profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth  \
CEIX       0.02686      0.586        0.01416        0.05563         0.249   

     revenuePerShare  sector sharesOutstanding shortRatio  totalCash  \
CEIX          36.905  Energy          34480200       1.85  149912992   

     totalCashPerShare  totalDebt totalRevenue  
CEIX             4.348  673937984   1269694976  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	52.91	47.5295	52.432841	57.336183	45.364921	7.530586	30.303748	60.426093

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CEIX	1.511199	52.91	9591390.71618	0.883884	0.933936	0.522101

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [35.37497990801837, 35.37468500060739, 35.37495890583606, 35.37495396777845]
inner cv sdevs: [54.55329477952102, 54.55256724708181, 54.55330846757367, 54.553308184121654]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 35.37468500060739 54.55256724708181
test cv mean error, stdev (10 folds): [35.3749587417936, 54.553308588702706]
sell date: 2022-08-28
expected return: 0.27550006301727425
discounted return: 0.00312459329435133
quarter return: 1.088666637943265

['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   6.469450e+08  6.449200e+08  6.430330e+08   
Total Liab                        1.900704e+09  2.105167e+09  1.965198e+09   
Total Stockholder Equity          6.728130e+08  4.845800e+08  5.927330e+08   
Other Current Liab                1.790310e+08  2.688430e+08  1.451780e+08   
Total Assets                      2.573517e+09  2.589747e+09  2.557931e+09   
Common Stock                      3.450000e+05  3.450000e+05  3.450000e+05   
Other Current Assets              3.747200e+07  4.242800e+07  3.166900e+07   
Retained Earnings                 2.809600e+08  1.636370e+08  2.774260e+08   
Other Liab                        8.455480e+08  9.379920e+08  9.285180e+08   
Treasury Stock                   -2.554370e+08 -3.243220e+08 -3.280710e+08   
Other Assets                      5.153480e+08  5.008660e+08  4.742010e+08   
Cash                              1.499130e+08  1.619810e+08  1.466670e+08   
Total Current Liabilities         4.452320e+08  5.156760e+08  3.702570e+08   
Deferred Long Term Asset Charges  5.701100e+07  1.113720e+08  6.965600e+07   
Short Long Term Debt              3.658900e+07  2.765100e+07  3.139500e+07   
Other Stockholder Equity         -2.554370e+08 -3.243220e+08 -3.280710e+08   
Property Plant Equipment          1.671829e+09  1.704640e+09  1.711778e+09   
Total Current Assets              3.863400e+08  3.842410e+08  3.719520e+08   
Net Tangible Assets               6.728130e+08  4.845800e+08  5.927330e+08   
Net Receivables                   1.108630e+08  9.881800e+07  1.153080e+08   
Long Term Debt                    5.680520e+08  5.976970e+08  6.093260e+08   
Inventory                         6.287600e+07  5.601500e+07  5.929900e+07   
Accounts Payable                  8.034300e+07  7.839200e+07  6.807300e+07   

                                    2021-03-31  
Capital Surplus                   6.420540e+08  
Total Liab                        1.937495e+09  
Total Stockholder Equity          5.830650e+08  
Other Current Liab                1.260430e+08  
Total Assets                      2.520560e+09  
Common Stock                      3.440000e+05  
Other Current Assets              3.030000e+05  
Retained Earnings                 2.732540e+08  
Other Liab                        9.485460e+08  
Treasury Stock                   -3.325870e+08  
Other Assets                      4.475660e+08  
Cash                              9.117400e+07  
Total Current Liabilities         3.711940e+08  
Deferred Long Term Asset Charges  6.226100e+07  
Short Long Term Debt              2.888900e+07  
Other Stockholder Equity         -3.325870e+08  
Property Plant Equipment          1.736252e+09  
Total Current Assets              3.367420e+08  
Net Tangible Assets               5.830650e+08  
Net Receivables                   1.662310e+08  
Long Term Debt                    5.504440e+08  
Inventory                         5.520900e+07  
Accounts Payable                  7.538200e+07  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                        5226000.0   13242000.0   
Total Cashflows From Investing Activities  -35758000.0  -45884000.0   
Net Borrowings                             -30768000.0  -22550000.0   
Total Cash From Financing Activities       -30768000.0  -22551000.0   
Change To Operating Activities             -27258000.0    1564000.0   
Net Income                                 117323000.0 -113789000.0   
Change In Cash                             -14100000.0   12103000.0   
Total Cash From Operating Activities        52426000.0   80538000.0   
Depreciation                                56510000.0   55977000.0   
Other Cashflows From Investing Activities   -7843000.0    -156000.0   
Change To Inventory                         -6861000.0    3284000.0   
Change To Account Receivables               -9263000.0    8877000.0   
Change To Netincome                        -85331000.0  109242000.0   
Capital Expenditures                       -29434000.0  -45863000.0   
Repurchase Of Stock                                NaN      -1000.0   
Other Cashflows From Financing Activities          NaN          NaN   

                                            2021-06-30  2021-03-31  
Change To Liabilities                       -6922000.0    -73000.0  
Total Cashflows From Investing Activities  -40225000.0  -5494000.0  
Net Borrowings                              56940000.0 -29803000.0  
Total Cash From Financing Activities        54342000.0 -31875000.0  
Change To Operating Activities             -14728000.0  -3098000.0  
Net Income                                   4172000.0  26404000.0  
Change In Cash                             108726000.0  40627000.0  
Total Cash From Operating Activities        94609000.0  77996000.0  
Depreciation                                52199000.0  59897000.0  
Other Cashflows From Investing Activities    -156000.0   -182000.0  
Change To Inventory                         -3574000.0    475000.0  
Change To Account Receivables               50857000.0  -5764000.0  
Change To Netincome                         10414000.0  -1985000.0  
Capital Expenditures                       -43655000.0 -13800000.0  
Repurchase Of Stock                          -230000.0  -2072000.0  
Other Cashflows From Financing Activities   -2368000.0  -2368000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
1Q2021   332361000   26404000
2Q2021   303895000    4172000
3Q2021   294837000 -113789000
4Q2021   338602000  117323000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                       162586000.0 -154047000.0   -4721000.0   
Minority Interest                              None         None         None   
Net Income                              117323000.0 -113789000.0    4172000.0   
Selling General Administrative           20131000.0   22476000.0   22542000.0   
Gross Profit                            111053000.0   86408000.0  102837000.0   
Ebit                                    150330000.0 -139095000.0    7904000.0   
Operating Income                        150330000.0 -139095000.0    7904000.0   
Other Operating Expenses               -115918000.0  147050000.0   20192000.0   
Interest Expense                        -15849000.0  -16045000.0  -16187000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       45263000.0  -40258000.0   -8893000.0   
Total Revenue                           338602000.0  294837000.0  303895000.0   
Total Operating Expenses                188272000.0  433932000.0  295991000.0   
Cost Of Revenue                         227549000.0  208429000.0  201058000.0   
Total Other Income Expense Net           12256000.0  -14952000.0  -12625000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops          117323000.0 -113789000.0    4172000.0   
Net Income Applicable To Common Shares  117323000.0 -113789000.0    4172000.0   

                                         2021-03-31  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                        31589000.0  
Minority Interest                              None  
Net Income                               26404000.0  
Selling General Administrative           23964000.0  
Gross Profit                            120238000.0  
Ebit                                     36592000.0  
Operating Income                         36592000.0  
Other Operating Expenses                  -215000.0  
Interest Expense                        -15261000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                        5185000.0  
Total Revenue                           332361000.0  
Total Operating Expenses                295769000.0  
Cost Of Revenue                         212123000.0  
Total Other Income Expense Net           -5003000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops           26404000.0  
Net Income Applicable To Common Shares   26404000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  2228007    2022-01-30   
1  SPDR (R) Ser Tr-SPDR (R) S&P (R) Metals & Mini...  1914035    2022-01-30   
2                           iShares Russell 2000 ETF   792575    2022-01-30   
3             Vanguard Total Stock Market Index Fund   735685    2021-12-30   
4  Victory Portfolios-Victory Integrity Small Cap...   704300    2021-12-30   
5                    DFA U.S. Small Cap Value Series   629572    2022-01-30   
6                 iShares S&P Smallcap 600 Value ETF   526608    2022-01-30   
7                Vanguard Extended Market Index Fund   430229    2021-12-30   
8                     iShares Russell 2000 Value ETF   366723    2022-01-30   
9             Pacer Small Cap U.S. Cash Cows 100 ETF   323552    2022-01-30   

    % Out     Value  
0  0.0640  48436872  
1  0.0550  41611120  
2  0.0228  17230580  
3  0.0211  16707406  
4  0.0202  15994653  
5  0.0181  13686895  
6  0.0151  11448457  
7  0.0124   9770500  
8  0.0105   7972558  
9  0.0093   7034020  ]
['options', ('2022-06-17', '2022-08-19')]
symbol: FANG
sector: Energy
Index: SP500
supply trend: 49440914.67473525
risk trend factor: 2.7344633265558405
          beta currentRatio debtToEquity dividendRate dividendYield  \
FANG  2.181941         0.72       42.218          2.8        0.0181   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
FANG          2.278  5041999872       0.65762  7.115401    953625024   

     grossMargins grossProfits heldPercentInstitutions       industry  \
FANG      0.86683   5577000000                 0.91778  Oil & Gas E&P   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
FANG  28453900288        4572000256          0.48611      0.1272     0.39   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
FANG    2.233632                     3.711217       0.35751      0.656   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
FANG        0.10278        0.22396         1.034          42.596  Energy   

     sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
FANG         177492992       2.75  149000000             0.839  5848000000   

     totalRevenue trailingPE  
FANG   7666999808   10.57384  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	155.490005	120.025332	143.822381	167.61943	138.226666	9.525387	119.175893	157.27744

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
FANG	1.227123	155.490005	49440914.674735	0.951302	0.837164	0.472651

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [287.58047977201403, 287.58047977598375, 287.58047986264535, 287.58047963364004]
inner cv sdevs: [293.2760538470737, 293.27605385181045, 293.2760537924448, 293.2760538858502]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 287.58047963364004 293.2760538858502
test cv mean error, stdev (10 folds): [307.16585027074893, 300.6534118010132]
sell date: 2022-09-11
expected return: 0.14609396535641572
discounted return: 0.0014832686208368084
quarter return: 1.088666637943265

['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
symbol: CIVI
sector: Energy
Index: SP600
supply trend: 7642718.420574887
risk trend factor: 2.668131309107495
         beta currentRatio debtToEquity dividendRate dividendYield     ebitda  \
CIVI  1.69646        0.505       11.399         1.85        0.0222  910931008   

     ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
CIVI       0.54408  5.807773    855249152      0.79951    731177000   

     heldPercentInstitutions       industry   marketCap operatingCashflow  \
CIVI                 1.04378  Oil & Gas E&P  7110930432         764176000   

     operatingMargins payoutRatio pegRatio priceToBook  \
CIVI          0.26443      0.2792      0.4    1.532868   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
CIVI                     4.247195       0.16167      0.477        0.06714   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
CIVI        0.09524        10.028          31.498  Energy          84967504   

     shortRatio  totalCash totalCashPerShare  totalDebt totalRevenue  \
CIVI       6.57  154348992             1.817  528631008   1674264960   

     trailingPE  
CIVI  16.671316  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	80.660004	56.1793	72.431587	88.683875	64.55873	7.871397	48.815937	80.301523

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CIVI	2.177131	80.660004	7642718.420575	0.942041	0.020246	0.49614

ADFuller H0 rejected @ .05, Mean Reverting TS
Month Mean Reverting buy signal

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [42.80456018172789, 42.80456054890269, 42.80456055740018, 42.804560431571964]
inner cv sdevs: [46.11522199981243, 46.115221868926845, 46.11522170497645, 46.11522195020673]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 42.80456018172789 46.11522199981243
test cv mean error, stdev (10 folds): [46.4696254252245, 46.81362338546472]
sell date: 2022-08-28
expected return: 0.0837863699973827
discounted return: 0.0010320810493125165
quarter return: 1.088666637943265

['options', ('2022-07-15', '2022-12-16')]
symbol: NFG
sector: Energy
Index: SP400
supply trend: 11033521.558245083
risk trend factor: 2.6550357052664886
         beta currentRatio debtToEquity dividendRate dividendYield  \
NFG  0.723039        0.633      132.864         1.82        0.0271   

    earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
NFG          0.694  1026038976        0.5552  13.185118    113741128   

    grossMargins grossProfits heldPercentInstitutions              industry  \
NFG      0.61861   1095026000                 0.75657  Oil & Gas Integrated   

      marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
NFG  6624960512         758292992          0.37081      0.3534      1.2   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
NFG    3.708525                     3.584827       0.22633       0.45   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
NFG        0.05856        0.20134         0.239          20.265  Energy   

    sharesOutstanding shortRatio totalCash totalCashPerShare   totalDebt  \
NFG          91190096       3.78  79065000             0.865  2803702016   

    totalRevenue trailingPE  
NFG   1848056064  18.299747  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	72.650002	66.029887	71.394603	76.75932	70.114762	2.669158	64.776446	75.453077

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
NFG	0.912129	72.650002	11033521.558245	0.912861	0.982328	0.468009

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [12.93053078908269, 12.930533091315231, 12.930540887824469, 12.930533440703952]
inner cv sdevs: [8.089157992345472, 8.08915656088264, 8.089156117457684, 8.089157085673774]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 12.93053078908269 8.089157992345472
test cv mean error, stdev (10 folds): [14.136340691847895, 7.482255933062687]
sell date: 2022-08-07
expected return: 0.0508534039366216
discounted return: 0.0008705997997062731
quarter return: 1.088666637943265

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus            1.013821e+09  1.017446e+09  1.012703e+09   
Total Liab                 5.479478e+09  5.678619e+09  5.197561e+09   
Total Stockholder Equity   2.110195e+09  1.786206e+09  2.011114e+09   
Deferred Long Term Liab    2.536600e+08  2.290640e+08  3.343380e+08   
Other Current Liab         4.894420e+08  8.377480e+08  4.037490e+08   
Total Assets               7.589673e+09  7.464825e+09  7.208675e+09   
Common Stock               9.143700e+07  9.118200e+07  9.117300e+07   
Other Current Assets       6.503700e+07  1.509440e+08  2.513100e+07   
Retained Earnings          1.281963e+09  1.191175e+09  1.145700e+09   
Other Liab                 1.952837e+09  1.794161e+09  1.969099e+09   
Good Will                  5.476000e+06  5.476000e+06  5.476000e+06   
Treasury Stock            -2.770260e+08 -5.135970e+08 -2.384620e+08   
Other Assets               4.572680e+08  4.239440e+08  4.727480e+08   
Cash                       7.906500e+07  3.152800e+07  1.180120e+08   
Total Current Liabilities  8.961390e+08  1.236133e+09  6.006020e+08   
Other Stockholder Equity  -2.770260e+08 -5.135970e+08 -2.384620e+08   
Property Plant Equipment   6.498855e+09  6.407884e+09  6.185657e+09   
Total Current Assets       5.671900e+08  5.224490e+08  4.395570e+08   
Long Term Investments      6.088400e+07  1.050720e+08  1.052370e+08   
Net Tangible Assets        2.104719e+09  1.780730e+09  2.005638e+09   
Net Receivables            3.246070e+08  2.237960e+08  2.016750e+08   
Long Term Debt             2.629602e+09  2.628687e+09  2.627860e+09   
Inventory                  7.011800e+07  8.722900e+07  6.619100e+07   
Accounts Payable           1.299340e+08  1.716550e+08  1.134700e+08   

                             2021-03-31  
Capital Surplus            1.009075e+09  
Total Liab                 5.016683e+09  
Total Stockholder Equity   2.098969e+09  
Deferred Long Term Liab    3.362960e+08  
Other Current Liab         2.410690e+08  
Total Assets               7.115652e+09  
Common Stock               9.116400e+07  
Other Current Assets       2.553100e+07  
Retained Earnings          1.100718e+09  
Other Liab                 1.986678e+09  
Good Will                  5.476000e+06  
Treasury Stock            -1.019880e+08  
Other Assets               4.728080e+08  
Cash                       8.046700e+07  
Total Current Liabilities  4.029720e+08  
Other Stockholder Equity  -1.019880e+08  
Property Plant Equipment   6.076070e+09  
Total Current Assets       4.571840e+08  
Long Term Investments      1.041140e+08  
Net Tangible Assets        2.093493e+09  
Net Receivables            2.621640e+08  
Long Term Debt             2.627033e+09  
Inventory                  5.795700e+07  
Accounts Payable           1.073050e+08  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Investments                                 30000000.0   30000000.0   
Change To Liabilities                      -13491000.0   41101000.0   
Total Cashflows From Investing Activities -169710000.0 -236247000.0   
Net Borrowings                               7500000.0  158500000.0   
Total Cash From Financing Activities       -42846000.0  116920000.0   
Change To Operating Activities              -8703000.0  -74859000.0   
Net Income                                 132392000.0   86962000.0   
Change In Cash                             -41073000.0     416000.0   
Repurchase Of Stock                         -8859000.0     -97000.0   
Total Cash From Operating Activities       171483000.0  119743000.0   
Depreciation                                88578000.0   83671000.0   
Other Cashflows From Investing Activities   13781000.0    2712000.0   
Dividends Paid                             -41487000.0  -41483000.0   
Change To Inventory                         17111000.0  -21038000.0   
Change To Account Receivables              -98688000.0  -20680000.0   
Change To Netincome                         54284000.0   24586000.0   
Capital Expenditures                      -213491000.0 -238959000.0   

                                            2021-06-30   2021-03-31  
Investments                                 30000000.0   30000000.0  
Change To Liabilities                       -1139000.0   -6878000.0  
Total Cashflows From Investing Activities -174780000.0 -155320000.0  
Net Borrowings                             158500000.0  -45448000.0  
Total Cash From Financing Activities       -40642000.0  -86016000.0  
Change To Operating Activities                418000.0  -12453000.0  
Net Income                                  86475000.0  112436000.0  
Change In Cash                              39255000.0  -28946000.0  
Repurchase Of Stock                           -71000.0      -8000.0  
Total Cash From Operating Activities       254677000.0  212390000.0  
Depreciation                                84170000.0   84342000.0  
Other Cashflows From Investing Activities    -872000.0     246000.0  
Dividends Paid                             -40571000.0  -40560000.0  
Change To Inventory                         -8234000.0   13385000.0  
Change To Account Receivables               60426000.0  -37553000.0  
Change To Netincome                         32561000.0   59111000.0  
Capital Expenditures                      -173908000.0 -155566000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
1Q2021   551115000  112436000
2Q2021   394397000   86475000
3Q2021   355988000   86962000
4Q2021   546557000  132392000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                       177289000.0  101682000.0  116810000.0   
Minority Interest                              None         None         None   
Net Income                              132392000.0   86962000.0   86475000.0   
Selling General Administrative            2951000.0     373000.0    4847000.0   
Gross Profit                            322738000.0  239398000.0  258732000.0   
Ebit                                    206708000.0  131900000.0  145223000.0   
Operating Income                        206708000.0  131900000.0  145223000.0   
Other Operating Expenses                 24501000.0   23454000.0   24492000.0   
Interest Expense                        -31291000.0  -30431000.0  -31232000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       44897000.0   14720000.0   30335000.0   
Total Revenue                           546557000.0  355988000.0  394397000.0   
Total Operating Expenses                339849000.0  224088000.0  249174000.0   
Cost Of Revenue                         223819000.0  116590000.0  135665000.0   
Total Other Income Expense Net          -29419000.0  -30218000.0  -28413000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops          132392000.0   86962000.0   86475000.0   
Net Income Applicable To Common Shares  132392000.0   86962000.0   86475000.0   

                                         2021-03-31  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                       152646000.0  
Minority Interest                              None  
Net Income                              112436000.0  
Selling General Administrative           12597000.0  
Gross Profit                            322368000.0  
Ebit                                    201442000.0  
Operating Income                        201442000.0  
Other Operating Expenses                 23987000.0  
Interest Expense                        -50518000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                       40210000.0  
Total Revenue                           551115000.0  
Total Operating Expenses                349673000.0  
Cost Of Revenue                         228747000.0  
Total Other Income Expense Net          -48796000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops          112436000.0  
Net Income Applicable To Common Shares  112436000.0  ]
['mutualfund_holders',                                            Holder   Shares Date Reported  \
0  SPDR (R) Ser Tr- SPDR (R) S&P (R) Dividend ETF  3976535    2022-01-30   
1                    JP Morgan Mid Cap Value Fund  3731484    2021-12-30   
2          Vanguard Total Stock Market Index Fund  2589317    2021-12-30   
3                     iShares Core S&P Midcap ETF  2527575    2022-01-30   
4               Price (T.Rowe) Mid-Cap Value Fund  2403328    2021-12-30   
5                   Vanguard Small-Cap Index Fund  2299210    2021-12-30   
6                          Gabelli Utilities Fund  1705500    2021-12-30   
7             Vanguard Small Cap Value Index Fund  1455965    2021-12-30   
8             Vanguard Extended Market Index Fund  1204306    2021-12-30   
9       Price (T.Rowe) Mid-Cap Value Equity Trust  1011543    2021-12-30   

    % Out      Value  
0  0.0435  241494970  
1  0.0408  238591086  
2  0.0283  165560928  
3  0.0276  153499629  
4  0.0263  153668792  
5  0.0251  147011487  
6  0.0186  109049670  
7  0.0159   93094402  
8  0.0132   77003325  
9  0.0111   64678059  ]
['options', ('2022-07-15',)]
symbol: PDCE
sector: Energy
Index: SP400
supply trend: 26294633.055975795
risk trend factor: 2.6335961140263304
          beta currentRatio debtToEquity dividendRate dividendYield  \
PDCE  2.747277        0.575       34.654          1.4        0.0164   

          ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
PDCE  1255468032       0.45227  4.092647    598676224      0.89205   

     grossProfits heldPercentInstitutions       industry   marketCap  \
PDCE   2111095000                 0.97868  Oil & Gas E&P  8288278016   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
PDCE        1683784960          0.21746      0.1225     0.17    2.888328   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PDCE                     2.985751        0.1799      0.555        0.06877   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PDCE        0.18662         0.877          28.416  Energy          99272704   

     shortRatio  totalCash totalCashPerShare  totalDebt totalRevenue  \
PDCE       6.72  171156992             1.794  958110016   2775943936   

     trailingPE  
PDCE  16.581926  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	84.129997	58.883591	74.841111	90.798632	73.113968	5.744648	61.624671	84.603265

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PDCE	1.125975	84.129997	26294633.055976	0.935258	0.76826	0.495944

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [47.43541902075859, 47.43541883936485, 47.435429606733585, 47.43539139416241]
inner cv sdevs: [41.27847644534226, 41.27847647797136, 41.278479738657, 41.27845862165851]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 47.43539139416241 41.27845862165851
test cv mean error, stdev (10 folds): [49.506011630617095, 42.745093084442274]
sell date: 2022-08-28
expected return: 0.12130617549801379
discounted return: 0.0014689526493014693
quarter return: 1.088666637943265

['options', ('2022-07-15', '2022-12-16')]
symbol: OXY
sector: Energy
Index: SP500
supply trend: 312554843.6459909
risk trend factor: 2.6206123783270985
         beta currentRatio debtToEquity dividendRate dividendYield  \
OXY  1.955081        1.156      111.198         0.52        0.0075   

          ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
OXY  15392000000       0.53054  8.023869   9129875456      0.64697   

    grossProfits heldPercentInstitutions       industry    marketCap  \
OXY  16297000000                 0.82201  Oil & Gas E&P  59858386944   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
OXY       12762999808          0.25255      0.0242     0.27    3.952352   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
OXY                     2.063229       0.25314      0.844        0.05964   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
OXY        0.34101         0.577          30.999  Energy         937190976   

    shortRatio   totalCash totalCashPerShare    totalDebt totalRevenue  \
OXY       1.91  1908999936             2.037  27696001024  29012000768   

    trailingPE  
OXY   9.548512  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	63.869999	60.711375	66.862064	73.012753	61.107143	4.905649	51.295845	70.918441

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
OXY	1.797943	63.869999	312554843.645991	0.84478	0.777852	0.546207

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [64.31320147425035, 64.31320110993455, 64.3132016521237, 64.31320112428526]
inner cv sdevs: [79.1718021387919, 79.17180238989472, 79.17180262986804, 79.17180238083812]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 64.31320110993455 79.17180238989472
test cv mean error, stdev (10 folds): [69.6553260485308, 81.12379763202075]
sell date: 2022-09-11
expected return: 0.39204988489822373
discounted return: 0.003601877728523828
quarter return: 1.088666637943265

['options', ('2022-06-17', '2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          12.04
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       6.88
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             43.53
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           92.95
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     24.61
governancePercentile                  None
militaryContract                     False]
symbol: PXD
sector: Energy
Index: SP500
supply trend: 41581229.50075643
risk trend factor: 2.603257694027524
         beta currentRatio debtToEquity dividendRate dividendYield  \
PXD  1.535843        1.541       25.456        12.34        0.0433   

         ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
PXD  9187000320       0.43846  10.46792   2404124928      0.53944   

    grossProfits heldPercentInstitutions       industry    marketCap  \
PXD   9392000000                 0.92193  Oil & Gas E&P  68689747968   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
PXD        8265999872          0.31175      0.3288     0.53    2.902227   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PXD                     3.278277        0.2003      1.404        0.12148   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PXD        0.20075         1.006          86.852  Energy         241959008   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  \
PXD       2.65  3256000000            13.457  6024999936  20952999936   

    trailingPE  
PXD  17.432608  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	270.869995	256.919894	273.316666	289.713438	255.561587	15.927793	223.706001	287.417173

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PXD	1.167952	270.869995	41581229.500756	0.916981	0.935146	0.498349

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [709.2038533411051, 709.2038526523268, 709.2038532471967, 709.2038907385577]
inner cv sdevs: [678.656712984199, 678.6567136345194, 678.6567130375644, 678.6567072486863]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 709.2038526523268 678.6567136345194
test cv mean error, stdev (10 folds): [777.3073964916504, 674.9914139743596]
sell date: 2022-09-11
expected return: 0.11476548045941427
discounted return: 0.001181611154793094
quarter return: 1.088666637943265

['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.97
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                        9.1
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             36.53
highestControversy                       1
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           81.93
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     18.46
governancePercentile                  None
militaryContract                     False]
symbol: CNX
sector: Energy
Index: SP400
supply trend: 79583176.67170954
risk trend factor: 2.5762984369029858
         beta currentRatio debtToEquity       ebitda ebitdaMargins forwardPE  \
CNX  1.261343        0.196       88.804  -1381751040      -0.50108  7.664496   

    freeCashflow grossMargins grossProfits heldPercentInstitutions  \
CNX     56837376      0.80006   1866027000                 0.97671   

          industry   marketCap operatingCashflow operatingMargins payoutRatio  \
CNX  Oil & Gas E&P  4589103104        1043104000         -0.68414           0   

    pegRatio priceToBook priceToSalesTrailing12Months profitMargins  \
CNX     0.19    1.786908                     1.664207      -0.55108   

    quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
CNX      0.132       -0.14474       -0.42927         0.852          13.072   

     sector sharesOutstanding shortRatio totalCash totalCashPerShare  \
CNX  Energy         195032000       9.57  13338000             0.068   

      totalDebt totalRevenue  
CNX  2281821952   2757531904  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	23.24	18.125204	21.358571	24.591938	20.760794	1.50283	17.755134	23.766453

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CNX	0.90438	23.24	79583176.67171	0.940271	0.784231	0.406859

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [7.454428731478768, 7.454428731697994, 7.454428729389988, 7.45442873122781]
inner cv sdevs: [7.64848358205737, 7.648483582487399, 7.648483578859242, 7.648483581155891]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 7.454428729389988 7.648483578859242
test cv mean error, stdev (10 folds): [8.097169842726244, 7.7333662612098975]
sell date: 2022-07-10
expected return: 0.053540419809179125
discounted return: 0.00180011207696551
quarter return: 1.088666637943265

['options', ('2022-07-15', '2023-01-20')]
symbol: MTDR
sector: Energy
Index: SP400
supply trend: 50876450.52950076
risk trend factor: 2.5519542477276707
          beta currentRatio debtToEquity dividendRate dividendYield  \
MTDR  4.053921        0.997       64.085          0.2        0.0044   

     earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
MTDR          2.392  1377725952       0.66904  10.304898     33695376   

     grossMargins grossProfits heldPercentInstitutions       industry  \
MTDR      0.84283   1462239000                 0.93761  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MTDR  7653827584        1212914048          0.49033      0.0245     0.42   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MTDR    4.525147                     3.716796        0.3552      0.801   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
MTDR        0.15195        0.40598         0.973          17.558  Energy   

     sharesOutstanding shortRatio totalCash totalCashPerShare   totalDebt  \
MTDR         117336000       2.66  63001000             0.534  1497975040   

     totalRevenue trailingPE  
MTDR   2059254016  27.407562  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	65.230003	43.121122	57.022299	70.923475	54.485794	5.169552	44.14669	64.824898

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MTDR	0.613531	65.230003	50876450.529501	0.95853	0.987482	0.46805

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [46.570928214132216, 46.57092823617545, 46.57092821471463, 46.57092821413169]
inner cv sdevs: [59.96530217001442, 59.96530217952774, 59.96530217017681, 59.96530217001481]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 46.57092821413169 59.96530217001481
test cv mean error, stdev (10 folds): [51.04371274791843, 61.117570287576996]
sell date: 2022-09-11
expected return: 0.09526787677054763
discounted return: 0.0009896085752998385
quarter return: 1.088666637943265

['quarterly_balance_sheet',                                     2022-03-31    2021-12-31    2021-09-30  \
Capital Surplus                   2.087788e+09  2.077592e+09  2.069484e+09   
Total Liab                        2.229864e+09  2.134765e+09  2.077593e+09   
Total Stockholder Equity          2.118600e+09  1.907210e+09  1.688007e+09   
Minority Interest                 2.188640e+08  2.201780e+08  2.198930e+08   
Other Current Liab                3.095620e+08  2.075790e+08  2.648190e+08   
Total Assets                      4.567328e+09  4.262153e+09  3.985493e+09   
Common Stock                      1.181000e+06  1.179000e+06  1.172000e+06   
Other Current Assets              5.734600e+07  4.075600e+07  3.782000e+07   
Retained Earnings                 2.994000e+07 -1.713180e+08 -3.802680e+08   
Other Liab                        1.939550e+08  1.269630e+08  6.975800e+07   
Treasury Stock                   -3.090000e+05 -2.430000e+05 -2.381000e+06   
Other Assets                      3.542400e+07  4.644000e+06  5.268400e+07   
Cash                              6.300100e+07  4.813500e+07  7.312800e+07   
Total Current Liabilities         5.379340e+08  4.648370e+08  4.727520e+08   
Property Plant Equipment          3.995641e+09  3.886204e+09  3.536181e+09   
Total Current Assets              5.362630e+08  3.713050e+08  3.966280e+08   
Net Tangible Assets               2.118600e+09  1.907210e+09  1.688007e+09   
Net Receivables                   3.676440e+08  2.414160e+08  2.483540e+08   
Long Term Debt                    1.497975e+09  1.527580e+09  1.519684e+09   
Inventory                         1.245600e+07  1.218800e+07  1.213700e+07   
Accounts Payable                  3.397300e+07  2.625600e+07  3.340200e+07   
Deferred Long Term Asset Charges           NaN           NaN  1.387800e+07   

                                    2021-06-30  
Capital Surplus                   2.061815e+09  
Total Liab                        2.132423e+09  
Total Stockholder Equity          1.479762e+09  
Minority Interest                 2.223640e+08  
Other Current Liab                2.386310e+08  
Total Assets                      3.834549e+09  
Common Stock                      1.171000e+06  
Other Current Assets              4.074700e+07  
Retained Earnings                -5.809810e+08  
Other Liab                        5.910300e+07  
Treasury Stock                   -2.243000e+06  
Other Assets                      3.889100e+07  
Cash                              4.463200e+07  
Total Current Liabilities         4.225800e+08  
Property Plant Equipment          3.462030e+09  
Total Current Assets              3.336280e+08  
Net Tangible Assets               1.479762e+09  
Net Receivables                   2.160330e+08  
Long Term Debt                    1.634289e+09  
Inventory                         1.165700e+07  
Accounts Payable                  1.357300e+07  
Deferred Long Term Asset Charges           NaN  ]
['quarterly_cashflow',                                             2022-03-31   2021-12-31  \
Change To Liabilities                       -5668000.0   16272000.0   
Total Cashflows From Investing Activities -251896000.0 -345587000.0   
Net Borrowings                             -30000000.0    7500000.0   
Total Cash From Financing Activities       -43821000.0   -9813000.0   
Change To Operating Activities              -8248000.0    4778000.0   
Net Income                                 207124000.0  214790000.0   
Change In Cash                              33237000.0  -20871000.0   
Repurchase Of Stock                        -12184000.0   -4050000.0   
Total Cash From Operating Activities       328954000.0  334529000.0   
Depreciation                                96396000.0   90076000.0   
Dividends Paid                              -5866000.0   -5840000.0   
Change To Inventory                           -78000.0    -358000.0   
Change To Account Receivables             -125345000.0   12765000.0   
Other Cashflows From Financing Activities    4229000.0   -8545000.0   
Change To Netincome                        148421000.0   -5010000.0   
Capital Expenditures                      -263807000.0 -345587000.0   
Issuance Of Stock                                  NaN    1122000.0   

                                            2021-09-30   2021-06-30  
Change To Liabilities                       26274000.0   25785000.0  
Total Cashflows From Investing Activities -132556000.0 -142227000.0  
Net Borrowings                            -115000000.0  -81500000.0  
Total Cash From Financing Activities      -130092000.0  -85022000.0  
Change To Operating Activities               2123000.0    7519000.0  
Net Income                                 203628000.0  105905000.0  
Change In Cash                              28583000.0   30951000.0  
Repurchase Of Stock                         -1277000.0   -1163000.0  
Total Cash From Operating Activities       291231000.0  258200000.0  
Depreciation                                89579000.0   91955000.0  
Dividends Paid                              -2915000.0   -2913000.0  
Change To Inventory                          -742000.0    -549000.0  
Change To Account Receivables              -32321000.0  -39220000.0  
Other Cashflows From Financing Activities  -11113000.0     554000.0  
Change To Netincome                          1902000.0   65874000.0  
Capital Expenditures                      -136475000.0 -142243000.0  
Issuance Of Stock                             213000.0     213000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
2Q2021   388042000  105905000
3Q2021   485921000  203628000
4Q2021   522131000  214790000
1Q2022   614460000  207124000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                       292713000.0  304467000.0  211361000.0   
Minority Interest                       218864000.0  220178000.0  219893000.0   
Net Income                              207124000.0  214790000.0  203628000.0   
Selling General Administrative           29733000.0   51878000.0   24633000.0   
Gross Profit                            532904000.0  463048000.0  392768000.0   
Ebit                                    309307000.0  325121000.0  230186000.0   
Operating Income                        309307000.0  325121000.0  230186000.0   
Other Operating Expenses                 98011000.0   -3488000.0   48888000.0   
Interest Expense                        -16252000.0  -19108000.0  -17989000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       68528000.0   73222000.0   -6701000.0   
Total Revenue                           614460000.0  522131000.0  485921000.0   
Total Operating Expenses                305153000.0  197010000.0  255735000.0   
Cost Of Revenue                          81556000.0   59083000.0   93153000.0   
Total Other Income Expense Net          -16594000.0  -20654000.0  -18825000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops          224185000.0  231245000.0  218062000.0   
Net Income Applicable To Common Shares  207124000.0  214790000.0  203628000.0   

                                         2021-06-30  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                       127180000.0  
Minority Interest                       222364000.0  
Net Income                              105905000.0  
Selling General Administrative           24397000.0  
Gross Profit                            346873000.0  
Ebit                                    145106000.0  
Operating Income                        145106000.0  
Other Operating Expenses                 85926000.0  
Interest Expense                        -17940000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                        5349000.0  
Total Revenue                           388042000.0  
Total Operating Expenses                242936000.0  
Cost Of Revenue                          41169000.0  
Total Other Income Expense Net          -17926000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops          121831000.0  
Net Income Applicable To Common Shares  105905000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  7759051    2022-01-30   
1             Vanguard Total Stock Market Index Fund  3003516    2021-12-30   
2                      Vanguard Small-Cap Index Fund  2658743    2021-12-30   
3                           iShares Russell 2000 ETF  2526278    2022-01-30   
4  SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp...  2255808    2022-01-30   
5                Price (T.Rowe) Small-Cap Value Fund  2233160    2021-12-30   
6                    DFA U.S. Small Cap Value Series  2183508    2022-01-30   
7               Vanguard Small-Cap Growth Index Fund  1654888    2021-12-30   
8                AB Cap Fd.-AB Small Cap Growth Port  1624213    2022-01-30   
9                Vanguard Extended Market Index Fund  1457386    2021-12-30   

    % Out      Value  
0  0.0657  347372713  
1  0.0254  110889810  
2  0.0225   98160791  
3  0.0214  113101466  
4  0.0191  100992524  
5  0.0189   82448267  
6  0.0185   97755653  
7  0.0140   61098464  
8  0.0137   72716016  
9  0.0123   53806691  ]
['options', ('2022-06-17', '2022-07-15', '2023-01-20')]
symbol: DINO
sector: Energy
Index: SP400
supply trend: 51935930.33282904
risk trend factor: 2.525423827441188
         beta currentRatio debtToEquity dividendRate dividendYield  \
DINO  1.54401        1.728       43.018          1.6        0.0278   

     earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
DINO              0  1260462976       0.05641  10.206038  -1079519232   

     grossMargins grossProfits heldPercentInstitutions  \
DINO       0.0784   1615735000                 0.62669   

                            industry    marketCap operatingCashflow  \
DINO  Oil & Gas Refining & Marketing  12826910720         805392000   

     operatingMargins payoutRatio pegRatio priceToBook  \
DINO          0.03909      0.1032     0.35    1.580395   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
DINO                     0.574075       0.02551      0.791        0.03679   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
DINO        0.09048         1.128         134.828  Energy         223232000   

     shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  \
DINO       3.27  592278016             2.653  3818710016  22343598080   

     trailingPE  
DINO  16.929876  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	56.369999	41.96407	50.064286	58.164501	42.669841	6.172185	30.325472	55.01421

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
DINO	0.964968	56.369999	51935930.332829	0.948909	0.412505	0.562704

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [65.79931850210625, 65.79726889581785, 65.79931876709946, 65.79754963282835]
inner cv sdevs: [67.65862576065733, 67.6559792521332, 67.65862564211612, 67.65599060725505]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 65.79726889581785 67.6559792521332
test cv mean error, stdev (10 folds): [69.9688457823582, 69.60046030966548]
sell date: 2022-08-28
expected return: -0.03676758982800798
discounted return: -0.0004801482375555999
quarter return: 1.088666637943265

symbol: HRB
sector: Consumer Cyclical
Index: SP400
supply trend: 61640658.16944024
risk trend factor: 2.3710165833660994
         beta currentRatio debtToEquity dividendRate dividendYield  \
HRB  0.695099        1.103     5314.905         1.08        0.0298   

    earningsGrowth     ebitda ebitdaMargins forwardPE grossMargins  \
HRB         -0.008  806428032       0.30238   9.67663        0.472   

    grossProfits heldPercentInstitutions           industry   marketCap  \
HRB   1400058000                 0.93154  Personal Services  5683142656   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
HRB          80728000          0.25066      0.3344     1.05   126.72598   

    priceToSalesTrailing12Months profitMargins quickRatio revenueGrowth  \
HRB                     2.130946       0.16063      0.971         0.039   

    revenuePerShare             sector sharesOutstanding shortRatio  \
HRB          15.645  Consumer Cyclical         159594000       4.71   

      totalCash totalCashPerShare   totalDebt totalRevenue trailingPE  
HRB  1041740032             6.527  2384054016   2666958080  14.570376  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	35.450001	30.968201	34.265079	37.561958	29.09	3.96819	21.153621	37.026379

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
HRB	1.155552	35.450001	61640658.16944	0.941968	0.838883	0.43511

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [9.393194329778538, 9.393194950405553, 9.393189738161503, 9.393194945532237]
inner cv sdevs: [8.78893480984658, 8.788936215217403, 8.788929086273662, 8.788936219004773]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 9.393189738161503 8.788929086273662
test cv mean error, stdev (10 folds): [9.936502255246904, 9.04006998049166]
sell date: 2022-08-07
expected return: 0.020890813630000938
discounted return: 0.0003627954934413147
quarter return: 1.088666637943265

['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: MUR
sector: Energy
Index: SP400
supply trend: 60623530.18154312
risk trend factor: 2.3198869089480696
        beta currentRatio debtToEquity dividendRate dividendYield      ebitda  \
MUR  2.55625          0.6       80.704          0.7        0.0161  1488126976   

    ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
MUR       0.48315  5.593307   1159256320      0.81723   2271014000   

    heldPercentInstitutions       industry   marketCap operatingCashflow  \
MUR                 0.83585  Oil & Gas E&P  6752466944        1522727040   

    operatingMargins payoutRatio pegRatio priceToBook  \
MUR          0.21109      0.7836     0.18    1.674372   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MUR                     2.192315       0.03261      0.533        0.03902   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
MUR        0.06042         0.471          19.932  Energy         155372000   

    shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  \
MUR       4.37  480587008             3.093  3393031936   3080061952   

    trailingPE  
MUR   66.96456  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	44.150002	31.102213	39.549445	47.996677	39.439424	3.288115	32.863194	46.015654

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MUR	0.567049	44.150002	60623530.181543	0.957721	0.869435	0.455651

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [20.681214441204563, 20.68121443864665, 20.681214425518316, 20.68121444013862]
inner cv sdevs: [17.966602103826403, 17.96660210537269, 17.9666020983882, 17.96660210446097]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 20.681214425518316 17.9666020983882
test cv mean error, stdev (10 folds): [21.581490728315337, 18.605461535785512]
sell date: 2022-09-11
expected return: 0.13527780460600586
discounted return: 0.0013800533848820074
quarter return: 1.088666637943265

['options', ('2022-06-17', '2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: SM
sector: Energy
Index: SP600
supply trend: 82761362.10287443
risk trend factor: 2.2682714381373863
        beta currentRatio debtToEquity dividendRate dividendYield      ebitda  \
SM  5.488235        0.717       93.916         0.02        0.0006  1315937024   

   ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
SM       0.45427  10.711865    570353344       0.8671   2136878000   

   heldPercentInstitutions       industry   marketCap operatingCashflow  \
SM                 0.88028  Oil & Gas E&P  6141725696        1396240000   

   operatingMargins payoutRatio pegRatio priceToBook  \
SM          0.18012       0.007     0.12    3.752134   

   priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
SM                     2.120158       0.11608        0.7        0.06264   

   returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
SM        0.17312         0.931          23.974  Energy         121474000   

   shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  
SM       2.26  419887008             3.446  1986428032   2896824064  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	50.560001	30.683761	44.192381	57.701002	40.420635	5.240911	29.938813	50.902457

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SM	0.612742	50.560001	82761362.102874	0.91777	0.976245	0.479096

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [42.95422910013308, 42.95422910931904, 42.95422913485419, 42.95422911125981]
inner cv sdevs: [53.33125731353675, 53.331257308148125, 53.33125729434242, 53.33125732241067]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 42.95422910013308 53.33125731353675
test cv mean error, stdev (10 folds): [47.18807229874592, 54.14301060130179]
sell date: 2022-09-11
expected return: 0.7323244376637932
discounted return: 0.005990306557991154
quarter return: 1.088666637943265

['quarterly_balance_sheet',                              2022-03-31    2021-12-31    2021-09-30  \
Capital Surplus            1.844478e+09  1.840228e+09  1.838620e+09   
Total Liab                 3.280672e+09  3.170846e+09  3.425061e+09   
Total Stockholder Equity   2.115109e+09  2.063131e+09  1.636899e+09   
Deferred Long Term Liab    2.300000e+06  2.700000e+06  3.100000e+06   
Other Current Liab         5.381270e+08  4.047460e+08  5.520440e+08   
Total Assets               5.395781e+09  5.233977e+09  5.061960e+09   
Common Stock               1.219000e+06  1.219000e+06  1.215000e+06   
Other Current Assets       9.649000e+06  2.409500e+07  2.451400e+07   
Retained Earnings          2.820790e+08  2.345330e+08 -1.903670e+08   
Other Liab                 2.415590e+08  1.809150e+08  2.438640e+08   
Treasury Stock            -1.266700e+07 -1.284900e+07 -1.256900e+07   
Other Assets               5.397300e+07  2.576600e+07  6.020700e+07   
Cash                       4.198870e+08  3.327160e+08  2.980000e+07   
Total Current Liabilities  1.058721e+09  8.893270e+08  1.103567e+09   
Other Stockholder Equity  -1.266700e+07 -1.284900e+07 -1.256900e+07   
Property Plant Equipment   4.582973e+09  4.595024e+09  4.665483e+09   
Total Current Assets       7.588350e+08  6.131870e+08  3.362700e+08   
Net Tangible Assets        2.115109e+09  2.063131e+09  1.636899e+09   
Net Receivables            3.210760e+08  2.472010e+08  2.722480e+08   
Long Term Debt             1.980392e+09  2.081164e+09  2.077630e+09   
Accounts Payable           5.145580e+08  2.507200e+07  5.424740e+08   

                             2021-06-30  
Capital Surplus            1.838859e+09  
Total Liab                 3.500489e+09  
Total Stockholder Equity   1.552509e+09  
Deferred Long Term Liab    3.500000e+06  
Other Current Liab         5.450620e+08  
Total Assets               5.052998e+09  
Common Stock               1.210000e+06  
Other Current Assets       3.130300e+07  
Retained Earnings         -2.747450e+08  
Other Liab                 2.566960e+08  
Treasury Stock            -1.281500e+07  
Other Assets               6.877900e+07  
Cash                                NaN  
Total Current Liabilities  1.051668e+09  
Other Stockholder Equity  -1.281500e+07  
Property Plant Equipment   4.714809e+09  
Total Current Assets       2.694100e+08  
Net Tangible Assets        1.552509e+09  
Net Receivables            2.295120e+08  
Long Term Debt             2.192125e+09  
Accounts Payable           4.962850e+08  ]
['quarterly_cashflow',                                             2022-03-31   2021-12-31  \
Change To Liabilities                              0.0  218238000.0   
Total Cashflows From Investing Activities -150127000.0 -122484000.0   
Net Borrowings                            -104770000.0 -104770000.0   
Total Cash From Financing Activities      -104794000.0   -4230000.0   
Change To Operating Activities            -137962000.0  -51950000.0   
Net Income                                  48764000.0  424900000.0   
Change In Cash                              87171000.0  302916000.0   
Total Cash From Operating Activities       342092000.0  429630000.0   
Depreciation                               160481000.0  208761000.0   
Other Cashflows From Financing Activities     -24000.0   -4339000.0   
Change To Netincome                        266799000.0 -273197000.0   
Capital Expenditures                      -150127000.0 -124576000.0   
Issuance Of Stock                                  NaN    1324000.0   
Dividends Paid                                     NaN   -1215000.0   
Change To Account Receivables                      NaN -101047000.0   
Other Cashflows From Investing Activities          NaN          NaN   

                                            2021-09-30   2021-06-30  
Change To Liabilities                              0.0          0.0  
Total Cashflows From Investing Activities -174795000.0 -222322000.0  
Net Borrowings                            -118792000.0  -74213000.0  
Total Cash From Financing Activities      -123524000.0  -74077000.0  
Change To Operating Activities              21078000.0   82529000.0  
Net Income                                  85593000.0 -222995000.0  
Change In Cash                              29800000.0   29800000.0  
Total Cash From Operating Activities       328119000.0  296399000.0  
Depreciation                               211451000.0  213464000.0  
Other Cashflows From Financing Activities   -4732000.0      -1000.0  
Change To Netincome                          6092000.0  218679000.0  
Capital Expenditures                      -183409000.0 -222614000.0  
Issuance Of Stock                            1324000.0    1315000.0  
Dividends Paid                              -1215000.0   -1178000.0  
Change To Account Receivables             -101047000.0 -101047000.0  
Other Cashflows From Investing Activities    -221000.0     292000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
2Q2021   538649000 -222995000
3Q2021   724539000   85593000
4Q2021   814260000  424900000
1Q2022   819376000   48764000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        61625000.0  434933000.0   85554000.0   
Minority Interest                              None         None         None   
Net Income                               48764000.0  424900000.0   85593000.0   
Selling General Administrative           24996000.0   37062000.0   25530000.0   
Gross Profit                            723085000.0  714875000.0  629894000.0   
Ebit                                    101736000.0  474411000.0  126257000.0   
Operating Income                        101736000.0  474411000.0  126257000.0   
Other Operating Expenses                426826000.0  -17909000.0  257947000.0   
Interest Expense                        -39387000.0  -40085000.0  -40861000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       12861000.0   10033000.0     -39000.0   
Total Revenue                           819376000.0  814260000.0  724539000.0   
Total Operating Expenses                717640000.0  339849000.0  598282000.0   
Cost Of Revenue                          96291000.0   99385000.0   94645000.0   
Total Other Income Expense Net          -40111000.0  -39478000.0  -40703000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           48764000.0  424900000.0   85593000.0   
Net Income Applicable To Common Shares   48764000.0  424900000.0   85593000.0   

                                         2021-06-30  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                      -223157000.0  
Minority Interest                              None  
Net Income                             -222995000.0  
Selling General Administrative           24639000.0  
Gross Profit                            443993000.0  
Ebit                                   -180624000.0  
Operating Income                       -180624000.0  
Other Operating Expenses                377800000.0  
Interest Expense                        -39536000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                        -162000.0  
Total Revenue                           538649000.0  
Total Operating Expenses                719273000.0  
Cost Of Revenue                          94656000.0  
Total Other Income Expense Net          -42533000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops         -222995000.0  
Net Income Applicable To Common Shares -222995000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  8545223    2022-01-30   
1             Vanguard Total Stock Market Index Fund  3454105    2021-12-30   
2                      Vanguard Small-Cap Index Fund  3058030    2021-12-30   
3                           iShares Russell 2000 ETF  2729906    2022-01-30   
4  SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp...  2729590    2022-01-30   
5                Vanguard Small Cap Value Index Fund  1938357    2021-12-30   
6                Vanguard Extended Market Index Fund  1597503    2021-12-30   
7               iShares S&P Small-Cap 600 Growth ETF  1404764    2022-01-30   
8                   First Trust NASDAQ Oil & Gas ETF  1361871    2022-02-27   
9                     iShares Russell 2000 Value ETF  1284094    2022-01-30   

    % Out      Value  
0  0.0701  280368766  
1  0.0283  101827015  
2  0.0251   90150724  
3  0.0224   89568215  
4  0.0224   89557847  
5  0.0159   57142764  
6  0.0131   47094388  
7  0.0115   46090306  
8  0.0112   48360039  
9  0.0105   42131124  ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
symbol: RRC
sector: Energy
Index: SP400
supply trend: 159173207.5642965
risk trend factor: 2.2656514363289952
         beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
RRC  2.124019        0.246      162.685  458860992       0.11425  9.435616   

    freeCashflow grossMargins grossProfits heldPercentInstitutions  \
RRC    838692352      0.57877   1937478000                 0.86655   

          industry   marketCap operatingCashflow operatingMargins payoutRatio  \
RRC  Oil & Gas E&P  8947339264        1090109952          0.02264           0   

    pegRatio priceToBook priceToSalesTrailing12Months profitMargins  \
RRC     0.28    7.001422                     2.227745      -0.01797   

    quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
RRC      0.238        0.00892       -0.04423         0.637          16.483   

     sector sharesOutstanding shortRatio  totalCash totalCashPerShare  \
RRC  Energy         259795008       3.02  112931000             0.453   

      totalDebt totalRevenue  
RRC  2603130112   4016321024  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-10	34.439999	24.99917	32.004603	39.010036	30.735397	2.964719	24.805959	36.664834

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
RRC	0.617091	34.439999	159173207.564297	0.907293	0.784588	0.495379

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores: [8.331010502518508, 8.331010351619595, 8.330952204638836, 8.331010502475317]
inner cv sdevs: [8.805776428518675, 8.805776131960089, 8.80569858367035, 8.80577642855403]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 8.330952204638836 8.80569858367035
test cv mean error, stdev (10 folds): [9.141644261655092, 8.835579382617507]
sell date: 2022-09-11
expected return: 0.12970899850276926
discounted return: 0.0013265320675437398
quarter return: 1.088666637943265

['quarterly_balance_sheet',                                     2022-03-31    2021-12-31    2021-09-30  \
Capital Surplus                   5.707652e+09  5.720277e+09  5.707382e+09   
Total Liab                        4.960181e+09  4.574844e+09  5.122905e+09   
Total Stockholder Equity          1.600104e+09  2.085663e+09  1.181284e+09   
Other Current Liab                9.381210e+08  2.591970e+08  7.840350e+08   
Total Assets                      6.560285e+09  6.660507e+09  6.304189e+09   
Common Stock                      2.627000e+06  2.598000e+06  2.598000e+06   
Other Current Assets              2.033800e+07  5.738000e+06  4.518200e+07   
Retained Earnings                -4.063941e+09 -3.607055e+09 -4.498421e+09   
Other Liab                        7.692500e+08  6.897480e+08  7.182680e+08   
Treasury Stock                   -4.623400e+07 -3.015700e+07 -3.027500e+07   
Other Assets                      1.585190e+08  1.133600e+08  1.039020e+08   
Cash                              1.129310e+08  2.144220e+08  4.780000e+05   
Total Current Liabilities         2.337284e+09  1.152465e+09  1.646327e+09   
Deferred Long Term Asset Charges  3.543600e+07           NaN           NaN   
Short Long Term Debt              7.494830e+08  2.180170e+08  2.179090e+08   
Other Stockholder Equity         -7.500000e+04 -1.500000e+05 -2.680000e+05   
Property Plant Equipment          5.825971e+09  5.798982e+09  5.787932e+09   
Total Current Assets              5.757950e+08  7.366650e+08  4.123550e+08   
Net Tangible Assets               1.600104e+09  2.085663e+09  1.181284e+09   
Net Receivables                   4.425260e+08  5.012750e+08  3.666950e+08   
Long Term Debt                    1.829734e+09  2.707770e+09  2.730471e+09   
Accounts Payable                  2.342530e+08  1.784130e+08  1.519190e+08   
Long Term Investments                      NaN  1.150000e+07           NaN   

                                    2021-06-30  
Capital Surplus                   5.699240e+09  
Total Liab                        4.706172e+09  
Total Stockholder Equity          1.523261e+09  
Other Current Liab                3.459160e+08  
Total Assets                      6.229433e+09  
Common Stock                      2.598000e+06  
Other Current Assets              3.965800e+07  
Retained Earnings                -4.148154e+09  
Other Liab                        7.108260e+08  
Treasury Stock                   -3.042300e+07  
Other Assets                      1.002050e+08  
Cash                              4.640000e+05  
Total Current Liabilities         9.259190e+08  
Deferred Long Term Asset Charges           NaN  
Short Long Term Debt                       NaN  
Other Stockholder Equity         -3.380000e+05  
Property Plant Equipment          5.789516e+09  
Total Current Assets              3.397120e+08  
Net Tangible Assets               1.523261e+09  
Net Receivables                   2.995900e+08  
Long Term Debt                    3.036657e+09  
Accounts Payable                  1.444540e+08  
Long Term Investments                      NaN  ]
['quarterly_cashflow',                                             2022-03-31   2021-12-31  \
Change To Liabilities                       51996000.0    4918000.0   
Total Cashflows From Investing Activities -105012000.0  -88963000.0   
Net Borrowings                            -358540000.0  -15022000.0   
Total Cash From Financing Activities      -402893000.0  -14752000.0   
Change To Operating Activities            -188049000.0   32486000.0   
Issuance Of Stock                            3658000.0     357000.0   
Net Income                                -456808000.0  891366000.0   
Change In Cash                            -101491000.0  213944000.0   
Repurchase Of Stock                        -41194000.0     -32000.0   
Total Cash From Operating Activities       406414000.0  317659000.0   
Depreciation                                87600000.0   92427000.0   
Other Cashflows From Investing Activities   -2621000.0   -3089000.0   
Change To Account Receivables               58674000.0 -134334000.0   
Other Cashflows From Financing Activities   -6817000.0     -55000.0   
Change To Netincome                        851036000.0 -570158000.0   
Capital Expenditures                      -102740000.0  -85940000.0   
Change To Inventory                                NaN   -1140000.0   

                                            2021-09-30   2021-06-30  
Change To Liabilities                       13073000.0  -13178000.0  
Total Cashflows From Investing Activities -110391000.0 -106125000.0  
Net Borrowings                             -81813000.0  -72350000.0  
Total Cash From Financing Activities       -81449000.0  -68043000.0  
Change To Operating Activities             -15949000.0   32816000.0  
Issuance Of Stock                             590000.0    4491000.0  
Net Income                                -350267000.0 -156472000.0  
Change In Cash                                 14000.0      15000.0  
Repurchase Of Stock                           -18000.0    -152000.0  
Total Cash From Operating Activities       191854000.0  174183000.0  
Depreciation                                95116000.0   92806000.0  
Other Cashflows From Investing Activities    -194000.0    4611000.0  
Change To Account Receivables              -67066000.0  -15992000.0  
Other Cashflows From Financing Activities    -208000.0     -32000.0  
Change To Netincome                        514953000.0  232025000.0  
Capital Expenditures                      -110239000.0 -110923000.0  
Change To Inventory                         -1140000.0   -1140000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
2Q2021    684405000 -156472000
3Q2021    954859000 -350267000
4Q2021   1257264000  891366000
1Q2022   1119793000 -456808000]
['quarterly_financials',                                           2022-03-31    2021-12-31  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                       -572889000.0   909879000.0   
Minority Interest                               None          None   
Net Income                              -456808000.0   891366000.0   
Selling General Administrative            43026000.0    42459000.0   
Gross Profit                             702005000.0   792996000.0   
Ebit                                    -453840000.0  1005348000.0   
Operating Income                        -453840000.0  1005348000.0   
Other Operating Expenses                 947177000.0  -333146000.0   
Interest Expense                         -47175000.0   -56362000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                      -116081000.0    18513000.0   
Total Revenue                           1119793000.0  1257264000.0   
Total Operating Expenses                1573633000.0   251916000.0   
Cost Of Revenue                          417788000.0   464268000.0   
Total Other Income Expense Net          -119049000.0   -95469000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops          -456808000.0   891366000.0   
Net Income Applicable To Common Shares  -456808000.0   880571000.0   

                                          2021-09-30   2021-06-30  
Research Development                            None         None  
Effect Of Accounting Charges                    None         None  
Income Before Tax                       -379950000.0 -157734000.0  
Minority Interest                               None         None  
Net Income                              -350267000.0 -156472000.0  
Selling General Administrative            49061000.0   40242000.0  
Gross Profit                             525126000.0  304385000.0  
Ebit                                    -324300000.0 -136296000.0  
Operating Income                        -324300000.0 -136296000.0  
Other Operating Expenses                 665090000.0  267143000.0  
Interest Expense                         -56809000.0  -57287000.0  
Extraordinary Items                             None         None  
Non Recurring                                   None         None  
Other Items                                     None         None  
Income Tax Expense                       -29683000.0   -1262000.0  
Total Revenue                            954859000.0  684405000.0  
Total Operating Expenses                1279159000.0  820701000.0  
Cost Of Revenue                          429733000.0  380020000.0  
Total Other Income Expense Net           -55650000.0  -21438000.0  
Discontinued Operations                         None         None  
Net Income From Continuing Ops          -350267000.0 -156472000.0  
Net Income Applicable To Common Shares  -350267000.0 -156472000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  17572227    2022-01-30   
1             Vanguard Total Stock Market Index Fund   7017434    2021-12-30   
2                      Vanguard Small-Cap Index Fund   6213678    2021-12-30   
3                           iShares Russell 2000 ETF   5443911    2022-01-30   
4  SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp...   4635596    2022-01-30   
5                          Fidelity Puritan Fund Inc   3997998    2022-02-27   
6                Vanguard Small Cap Value Index Fund   3940642    2021-12-30   
7                Vanguard Extended Market Index Fund   3323577    2021-12-30   
8        Undiscovered Managers Behavioral Value Fund   3240158    2021-12-30   
9                 American Beacon Small Cap Value Fd   2764733    2022-01-30   

    % Out      Value  
0  0.0651  338265369  
1  0.0260  125120848  
2  0.0230  110789878  
3  0.0202  104795286  
4  0.0172   89235223  
5  0.0148   91754054  
6  0.0146   70261646  
7  0.0123   59259377  
8  0.0120   57772017  
9  0.0102   53221110  ]
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                              0
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                          0
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             33.07
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           72.13
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                         0
governancePercentile                     0
militaryContract                     False]

"\ndecision_metrics_df = pd.DataFrame(decision_metrics,columns=['SYMBOL','exp_return','sell_date','days_delta','disc_rtn','qtr_rtn','outer_cv_avg_rmse_n11','outer_cv_std_n11','mean_revert_flag'])\ndecision_metrics_df = decision_metrics_df.set_index('SYMBOL').sort_values(by='disc_rtn',ascending=False)\ndecision_metrics_df['price'] = screener['latest_p'].loc[decision_metrics_df.index]\ndecision_metrics_df['Sector'] = temp_sm['Sector'].loc[decision_metrics_df.index]\ndecision_metrics_df['Index'] = temp_sm['index'].loc[decision_metrics_df.index]\ndecision_metrics_df['error_price_ratio'] = decision_metrics_df['outer_cv_avg_rmse_n11']/screener['latest_p'].loc[decision_metrics_df.index]\ndecision_metrics_df['std_price_ratio'] = decision_metrics_df['outer_cv_std_n11']/screener['latest_p'].loc[decision_metrics_df.index]\n"

	exp_return	sell_date	days_delta	disc_rtn	qtr_rtn	outer_cv_avg_rmse_n11	outer_cv_std_n11	mean_revert_flag	price	Sector	Index	error_price_ratio	std_price_ratio
SYMBOL
VPU	0.035535	2022-06-12	1	0.035535	24.840079	113.148858	161.120115	False	155.610001	error	nan	0.727131	1.035410
SM	0.732324	2022-09-11	92	0.005990	1.732324	47.188072	54.143011	False	50.560001	Energy	SP600	0.933308	1.070866
APA	0.140340	2022-07-03	22	0.005987	1.731840	39.207778	41.240719	False	48.810001	Energy	SP500	0.803273	0.844924
PBF	0.200573	2022-07-24	43	0.004260	1.478612	30.815202	33.694754	False	40.330002	Energy	SP600	0.764076	0.835476
OXY	0.392050	2022-09-11	92	0.003602	1.392050	69.655326	81.123798	False	63.869999	Energy	SP500	1.090580	1.270139
VAW	0.104175	2022-07-10	29	0.003423	1.369413	193.574954	131.802346	False	178.449997	error	nan	1.084757	0.738595
DVN	0.353998	2022-09-11	92	0.003300	1.353998	58.830653	72.519592	False	74.059998	Energy	SP500	0.794365	0.979201
CEIX	0.275500	2022-08-28	78	0.003125	1.332443	35.374959	54.553309	False	52.910000	Energy	SP600	0.668587	1.031059
LNTH	0.311042	2022-09-11	92	0.002948	1.311042	33.769282	53.196553	False	63.849998	Healthcare	SP600	0.528885	0.833149
MRO	0.280787	2022-09-11	92	0.002694	1.280787	10.389226	10.394584	False	30.290001	Energy	SP500	0.342992	0.343169
VIS	0.074141	2022-07-10	29	0.002469	1.254698	193.805680	154.123410	False	170.789993	error	nan	1.134760	0.902415
VCR	0.109038	2022-07-24	43	0.002410	1.247856	733.376891	654.867837	False	240.179993	error	nan	3.053447	2.726571
VGT	0.099318	2022-07-24	43	0.002205	1.224573	814.237127	550.281441	False	337.339996	error	nan	2.413699	1.631237
CTRA	0.047629	2022-07-03	22	0.002117	1.214798	8.109754	6.656018	False	34.310001	Energy	SP500	0.236367	0.193996
CNX	0.053540	2022-07-10	29	0.001800	1.179937	8.097170	7.733366	False	23.240000	Energy	SP400	0.348415	0.332761
VDE	0.160823	2022-09-11	92	0.001622	1.160823	105.415284	70.166025	False	123.860001	error	nan	0.851084	0.566495
VNQ	0.070153	2022-07-24	43	0.001578	1.156114	57.591983	56.045022	False	92.620003	error	nan	0.621809	0.605107
FANG	0.146094	2022-09-11	92	0.001483	1.146094	307.165850	300.653412	False	155.490005	Energy	SP500	1.975470	1.933587
PDCE	0.121306	2022-08-28	78	0.001469	1.144588	49.506012	42.745093	False	84.129997	Energy	SP400	0.588447	0.508084
MUR	0.135278	2022-09-11	92	0.001380	1.135278	21.581491	18.605462	False	44.150002	Energy	SP400	0.488822	0.421415
MUSA	0.089939	2022-08-14	64	0.001347	1.131789	665.022927	922.034757	False	237.960007	Consumer Cyclical	SP400	2.794684	3.874747
RRC	0.129709	2022-09-11	92	0.001327	1.129709	9.141644	8.835579	False	34.439999	Energy	SP400	0.265437	0.256550
MDYG	0.086052	2022-08-14	64	0.001291	1.125992	31.618850	23.926176	False	64.839996	error	nan	0.487644	0.369003
EQT	0.123062	2022-09-11	92	0.001262	1.123062	33.987711	55.357785	False	47.959999	Energy	SP400	0.708668	1.154249
EOG	0.119314	2022-09-11	92	0.001226	1.119314	219.446418	150.036439	False	144.000000	Energy	SP500	1.523933	1.041920
PXD	0.114765	2022-09-11	92	0.001182	1.114765	777.307396	674.991414	False	270.869995	Energy	SP500	2.869670	2.491939
WRB	0.069266	2022-08-07	57	0.001176	1.114154	20.439064	17.731650	False	68.260002	Financial Services	SP500	0.299430	0.259766
SLY	0.077940	2022-08-14	64	0.001173	1.113922	55.520013	44.019367	False	84.790001	error	nan	0.654794	0.519158
VFH	0.090577	2022-08-28	78	0.001112	1.107683	43.670428	23.374501	False	79.930000	error	nan	0.546358	0.292437
XOM	0.104935	2022-09-11	92	0.001085	1.104935	66.790974	49.530982	False	100.459999	Energy	SP500	0.664851	0.493042
CIVI	0.083786	2022-08-28	78	0.001032	1.099552	46.469625	46.813623	True	80.660004	Energy	SP600	0.576117	0.580382
VOX	0.098581	2022-09-11	92	0.001022	1.098581	76.724657	57.307371	False	97.699997	error	nan	0.785309	0.586565
HES	0.097805	2022-09-11	92	0.001015	1.097805	173.847320	134.276174	False	127.720001	Energy	SP500	1.361160	1.051332
MTDR	0.095268	2022-09-11	92	0.000990	1.095268	51.043713	61.117570	False	65.230003	Energy	SP400	0.782519	0.936955
SPTM	0.075596	2022-08-28	78	0.000935	1.089758	10.110157	8.277766	False	48.160000	error	nan	0.209929	0.171881
SPY	0.074683	2022-08-28	78	0.000924	1.088667	654.753607	546.977376	False	389.799988	error	nan	1.679717	1.403226
VDC	0.038928	2022-07-24	43	0.000889	1.085138	75.066005	60.902039	False	184.889999	error	nan	0.406004	0.329396
NFG	0.050853	2022-08-07	57	0.000871	1.083352	14.136341	7.482256	False	72.650002	Energy	SP400	0.194581	0.102990
VLO	0.069843	2022-08-28	78	0.000866	1.082886	260.871831	365.017353	False	140.509995	Energy	SP500	1.856607	2.597803
VHT	0.053786	2022-08-14	64	0.000819	1.078218	201.343218	125.138352	False	229.929993	error	nan	0.875672	0.544245
COP	0.077449	2022-09-11	92	0.000811	1.077449	87.227116	80.009126	False	116.830002	Energy	SP500	0.746616	0.684834
SJI	0.072761	2022-09-11	92	0.000764	1.072761	11.107990	11.316075	False	34.060001	Utilities	SP600	0.326130	0.332239
CVX	0.056222	2022-08-28	78	0.000702	1.066642	140.855067	98.586228	False	175.399994	Energy	SP500	0.803051	0.562065
TVTY	0.026157	2022-07-24	43	0.000601	1.056798	16.007741	12.306086	False	32.279999	error	SP600	0.495903	0.381229
MPC	0.038072	2022-08-28	78	0.000479	1.045058	80.783675	122.043960	False	108.339996	Energy	SP500	0.745650	1.126490
MCK	0.040851	2022-09-04	85	0.000471	1.044289	535.243688	627.206500	False	313.339996	Healthcare	SP500	1.708188	2.001680
SWX	0.027546	2022-08-14	64	0.000425	1.039834	35.088565	29.446660	False	91.889999	Utilities	SP400	0.381854	0.320456
HRB	0.020891	2022-08-07	57	0.000363	1.033934	9.936502	9.040070	False	35.450001	Consumer Cyclical	SP400	0.280296	0.255009
ACC	0.008892	2022-07-17	36	0.000246	1.022882	32.003456	41.495130	False	64.769997	error	SP400	0.494109	0.640654
Y	0.004052	2022-08-07	57	0.000071	1.006549	7230.631702	10955.225265	False	834.109985	Financial Services	SP400	8.668679	13.134030
MTOR	0.001882	2022-07-10	29	0.000065	1.005982	11.000151	6.395459	False	36.119999	error	SP600	0.304545	0.177061
DINO	-0.036768	2022-08-28	78	-0.000480	0.956778	69.968846	69.600460	False	56.369999	Energy	SP400	1.241243	1.234707